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Estimation of a signal waveform from noisy data using low-rank approximation to a data matrix

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2 Author(s)
Tufts, D.W. ; Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA ; Shah, A.A.

An analysis and improvement of a data-adaptive signal estimation algorithm are presented. Perturbation analysis of a reduced-rank data matrix is used to reveal its statistical properties. The obtained information is used for calculating the performance of the Toeplitz-restoration algorithm of D. Tufts et al. (1982). This analysis leads to improvements of the methods, and the predicted improvements are demonstrated by simulation and comparison with the Cramer-Rao bounds

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Signal Processing, IEEE Transactions on  (Volume:41 ,  Issue: 4 )