DATA ADAPTIVE SIGNAL ESTIMATION BY SINGULAR VALUE DECOMPOSITION OF A DATA MATRIX.
Date of Original Version
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).
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