By Topic

On the Optimal Stacking of Information-Plus-Noise Matrices

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
Ryan, Oyvind ; Centre of Math. for Applic., Univ. of Oslo, Oslo, Norway

Observations of the form D + X, where D is a matrix representing information, and X is a random matrix representing noise, can be grouped into a compound observation matrix, on the same information + noise form. There are many ways the observations can be stacked into such a matrix, for instance vertically, horizontally, or quadratically. An unbiased estimator for the spectrum of D can be formulated for each stacking scenario in the case of Gaussian noise. We compare these spectrum estimators for the different stacking scenarios, and show that all kinds of stacking actually decrease the variance of the corresponding spectrum estimators when compared to just taking an average of the observations, and find which stacking is optimal in this sense. When the number of observations grow, however, it is shown that the difference between the estimators is marginal, with only the cases of vertical and horizontal stackings having a higher variance asymptotically.

Published in:

Signal Processing, IEEE Transactions on  (Volume:59 ,  Issue: 2 )