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
fDate :
3/1/1995 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
