Data Adaptive Signal Estimation by Singular Value Decomposition of a Data Matrix

Document Type

Article

Date of Original Version

1-1-1982

Abstract

A new method is presented for estimating the signal component of a noisy record of data. Only a little prior information about die 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). Copyright © 1982 by The Institute of Electrical and Electronics Engineers, Inc.

Publication Title, e.g., Journal

Proceedings of the IEEE

Volume

70

Issue

6

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