Title :
Instrumental variable subspace tracking with applications to sensor array processing and frequency estimation
Author :
Gustafsson, Tonyg ; Viberg, Mats
Author_Institution :
Dept. of Appl. Electron., Chalmers Univ. of Technol., Goteborg, Sweden
Abstract :
Recursive methods for subspace tracking with applications to `on-line´ direction of arrival estimation, have lately drawn considerable interest. Instrumental variable (IV) generalizations of the projection approximation subspace tracking (PAST) algorithm are proposed. The IV-approach is motivated by the fact that PAST delivers biased estimates when the noise vectors are not spatially white. The resulting basic IV-algorithm has a computational complexity of 3mn+O(n 2) complex multiplications, where m is the dimension of the measurement vector and n is the subspace dimension. The performance of the proposed algorithms in tracking sinusoids in colored noise is illustrated by computer simulations
Keywords :
approximation theory; computational complexity; direction-of-arrival estimation; frequency estimation; noise; recursive estimation; tracking; PAST algorithm; algorithm performance; colored noise; complex multiplications; computational complexity; computer simulations; direction of arrival estimation; frequency estimation; instrumental variable algorithm; instrumental variable subspace tracking; measurement vector dimension; noise vectors; online DOA; projection approximation subspace tracking; recursive methods; sensor array processing; sinusoids tracking; subspace dimension; Additive noise; Array signal processing; Colored noise; Direction of arrival estimation; Frequency estimation; Instruments; Recursive estimation; Sensor arrays; Signal processing algorithms; Vectors;
Conference_Titel :
Statistical Signal and Array Processing, 1996. Proceedings., 8th IEEE Signal Processing Workshop on (Cat. No.96TB10004
Conference_Location :
Corfu
Print_ISBN :
0-8186-7576-4
DOI :
10.1109/SSAP.1996.534824