DATA ADAPTIVE SIGNAL ESTIMATION BY SINGULAR VALUE DECOMPOSITION OF A DATA MATRIX.

Authors

Donald W. Tufts, University of Rhode Island
Ramdas Kumaresan, University of Rhode IslandFollow
Ivars Kirsteins, University of Rhode Island

Document Type

Conference Proceeding

Date of Original Version

12-1-1982

Abstract

A new method is presented for estimating the signal component of a noisy record of data. Only a little prior information about the signal is assumed. Specifically, the approximate value of rank of a matrix which is formed from the samples of the signal is assumed to be known or obtainable from singular value decomposition. (SVD).

Citation/Publisher Attribution

Tufts, Donald W., Ramdas Kumaresan, and Ivars Kirsteins. "DATA ADAPTIVE SIGNAL ESTIMATION BY SINGULAR VALUE DECOMPOSITION OF A DATA MATRIX.." (1982): 14-16. https://digitalcommons.uri.edu/ele_facpubs/735