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
Citation/Publisher Attribution
Tufts, Donald W., Ramdas Kumaresan, and Ivars Kirsteins. "Data Adaptive Signal Estimation by Singular Value Decomposition of a Data Matrix." Proceedings of the IEEE 70, 6 (1982): 684-685. doi: 10.1109/PROC.1982.12367.