Rank Reduction for Modeling Stationary Signals

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 35, Issue 3, 1987, Pages 350-355

  Scharf, Louis L ^a   Tufts, Donald W ^b  

^a UNIVERSITY OF COLORADO   (United States)

^b UNIVERSITY OF RHODE ISLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL METHODS - TIME SERIES ANALYSIS;

RANK REDUCTION; STATIONARY SIGNALS MODELING;

SIGNAL PROCESSING;

EID: 0023313409     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/TASSP.1987.1165136     Document Type: Note

References (27)

1. C.E. Shannon, “A mathematical theory of communication,” BSTJ, vol. 27, pp. 379-423, 623–656, 1948.
2. C.E. Shannon, “Coding theorems for a discrete source with a fidelity criterion,” IRE Nat. Conv. Rec, part 4, pp. 142–163, 1959.
3. I.S. Reed, J.D. Mallet, and L.E. Brennan, “Rapid convergence rate in adaptive arrays,” IEEE Trans. Aerosp. Electron. Syst., vol. AES-10, pp. 853–863, Nov. 1974.
4. I. Kirsteins and D.W. Tufts, “On the probability density of signal-to-noise ratio in an improved adaptive detector,” Tech. Rep. Univ. Rhode Island, Kingston, Oct. 1984, and in Proc. IEEE ICASSP, Mar. 1985, pp. 572–575.
5. B.R. Hunt, “Deconvolution of linear Systems by constrained regression and its relation to the Wiener theory,” IEEE Trans. Automat. Contr., vol. AC-16, pp. 703–705, Oct. 1971.
6. R. Kumaresan and D.W. Tufts, “Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noise,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, p. 833, Dec. 1982.
7. B.J. Sullivan and B. Liu, “On the use of singular value decomposition and decimation in discrete-time band limited signal extrapolation,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-32, pp. 1201–1212, Dec. 1984.
8. U. Grenander and G. Szego, Toeplitz Forms and Their Applications. Berkeley, CA: University of California Press, 1958.
9. A. Segall, “Bit allocation and encoding for vector sources,” IEEE Trans. Inform. Theory, vol. IT-22, pp. 162–169, Mar. 1976.
10. C.R. Rao and S.K. Mitra, Generalized Inverses of Matrices and Its Applications. New York: Wiley, 1971.
11. L.L. Scharf and J. Storey, “Rank reduction in the linear statistical model,” IEEE Trans. Acoust., Speech, Signal Processing to appear.
12. R. Schmidt, “Multiple emitter location and signal parameter estimation,” in Proc. RADC Spectral Estimation Workshop, Rome, NY, 1979, pp. 243–258.
13. J.N. Holt and R.J. Antil, “Determining the number of terms in a Prony algorithm exponential fit,” Math. Biosci., vol. 36, pp. 319–332, 1979.
14. G. Bienvenu and L. Kopp, “Adaptivity to background noise spatial coherence for high resolution passive methods,” in Proc. Int. Conf. Acoust., Speech, Signal Processing, 1980, pp. 307–310.
15. D.W. Tufts and R. Kumaresan, “Improved spectral resolution II,” in Proc. IEEE ICASSP, 1980, pp. 592–597.
16. S. Kung, “A new identification and model reduction algorithm via SVD,” in Proc. 12th Asilomar Conf. Circuits, Syst., Comput., Pacific Grove, CA, 1978, pp. 705–714.
17. R. Kumaresan and D.W. Tufts, “Estimating the parameters of exponentially damped sinusoidal Signals and pole-zero modeling,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, pp. 833–840, 1982.
18. D.W. Tufts, R. Kumaresan, and I. Kirsteins, “Data adaptive signal estimation by Singular value decomposition of a data matrix,” Proc. IEEE, vol. 70, no. 6, pp. 684–685, June 1982.
19. D.W. Tufts and R. Kumaresan, “Robust, adaptive equalization,” in Proc. 1986 IEEE Int. Conf. Commun., June 1986.
20. L.B. Jackson, D.W. Tufts, F. Soong, and R. Rao, “Frequency estimation by linear prediction,” in Proc. IEEE ICASSP, 1978, pp. 352–356.
21. D.W. Tufts and R. Kumaresan, “Accuracy of frequency estimation and its relation to prediction filter order,” in Proc. IEEE ICASSP, 1984.
22. D.W. Tufts and S. Parthasarathy, “Statistical analysis of the effects of matrix perturbation in some least Squares problems,” presented at the 2nd SIAM Conf. Appl. Linear Algebra, Raleigh, NC, 1985.
23. S.W. Lang and J.H. McClellan, “Frequency estimation with maximum entropy spectral estimators,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-27, pp. 402–409, 1979.
24. H. Clergeot, A. Ouamri, and S. Tressens, “High resolution spectral methods for spatial discrimination of closely spaced correlated sources,” in Proc. IEEE ICASSP, 1985, pp. 560–563.
25. D.V. Bhaskar Rao, “Perturbation analysis of an SVD based method for the harmonic retrieval problem,” in Proc. IEEE ICASSP, 1985, pp. 624–627.
26. M. Kaveh and A.J. Barabell, “The statistical performance of the MUSIC and the minimum-norm algorithms in resolving plane waves in noise,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 331–341, June 1986.
27. B. Porat and B. Friedlander, “An accuracy analysis of the Kumare-san-Tufts method for estimating complex damped exponentials,” unpublished work.