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Estimation of the signal component of a data vector

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

Evaluation and improvement of a data-adaptive signal estimation algorithm are presented. Perturbation analysis of a rank-reduced 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). The analysis leads to improvements of the method, and the predicted improvements are demonstrated by simulation and comparison with Cramer-Rao bounds

Published in:

Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on  (Volume:5 )

Date of Conference:

23-26 Mar 1992