DocumentCode
749981
Title
The probability of a subspace swap in the SVD
Author
Thomas, John K. ; Scharf, Louis L. ; Tufts, Donald W.
Author_Institution
Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA
Volume
43
Issue
3
fYear
1995
fDate
3/1/1995 12:00:00 AM
Firstpage
730
Lastpage
736
Abstract
We extend the work of Tufts, Kot, and Vaccaro (TKV) published in 1980, to improve the analytical characterization of threshold breakdown in SVD methods. Our results sharpen the TKV results by lower bounding the probability of a subspace swap in the SVD. Our key theoretical result is the characteristic function for a random variable whose probability of exceeding zero bounds the probability of a threshold breakdown
Keywords
parameter estimation; probability; random processes; signal resolution; singular value decomposition; SVD; characteristic function; high resolution parameter estimation; lower bound; random variable; singular value decomposition; subspace swap probability; threshold breakdown; zero bounds; Additive noise; Degradation; Electric breakdown; Helium; Parameter estimation; Prediction methods; Random variables; Signal resolution; Signal to noise ratio; Singular value decomposition;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.370627
Filename
370627
Link To Document