Model based processing of signals: A state space approach

Proceedings of the IEEE

Volumn 80, Issue 2, 1992, Pages 283-309

  Rao, Bhaskar D ^a   Arun, K S ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ELECTRIC WAVEFORMS - COMPUTER AIDED ANALYSIS; MATHEMATICAL TECHNIQUES - ALGORITHMS; MATHEMATICAL TECHNIQUES - STATE SPACE METHODS; SIGNAL PROCESSING - DIGITAL TECHNIQUES;

SIGNAL MODELING; SINUSOID FREQUENCY ESTIMATION; STATE SPACE ALGORITHMS;

SIGNAL FILTERING AND PREDICTION;

EID: 0026818190     PISSN: 00189219     EISSN: None     Source Type: Journal    
DOI: 10.1109/5.123298     Document Type: Article

References (105)

1. M. A. Rahman K. B. Yu Total least squares approach for frequency estimation using linear prediction IEEE Trans. Acoust., Speech, Signal Processing ASSP-35 1440 1454 Oct. 1987
2. R. Kumaresan Estimating the parameters of exponentially damped or undamped sinusoidal signals in noise Aug. 1982 University of Rhode Island RI, Kingston
3. R. Kumaresan D. W. Tufts Estimating the angle of arrival of multiple plane waves IEEE Trans. Aerosp. Electron. Syst. AES-19 Jan. 1983
4. J. A. Cadzow Spectral estimation: An overdetermined rational model equation approach Proc. IEEE 70 907 939 Sept. 1982
5. R. O. Schmidt Multiple emitter location and signal parameter estimation Proc. RADC Spectral Estimation Workshop 243 258 Proc. RADC Spectral Estimation Workshop Griffiths AFB NY 1979
6. R. O. Schmidt Multiple emitter location and signal parameter estimation IEEE Trans. Antennas Propagat. AP-34 276 280 Mar. 1986
7. J. E. Evans J. R. Johnson D. F. Sun Application of advanced signal processing techniques to angle of arrival estimation in ATC navigation and surveillance systems 1982 MA, Lexington 582 MIT Lincoln Labs.
8. S. Y. Kung A Toeplitz approximation method and some applications Proc. Int. Symp. Mathematical Theory of Networks and Systems 262 266 Proc. Int. Symp. Mathematical Theory of Networks and Systems Santa Monica CA 1981-Aug.-5-7
9. B. D. Rao Lowering the threshold SNR of singular value decomposition based methods Proc. Int. Conf. Acoust., Speech, Signal Processing ASSP-36 2472 2475 Proc. Int. Conf. Acoust., Speech, Signal Processing 1988
10. J. Cadzow A high resolution direction of arrival algorithm for narrowband coherent and incoherent sources IEEE Trans. Acoust., Speech, Signal Processing ASSP-36 965 979 July 1988
11. S. Mayrargue J. Jouveau SVD and Signal Processing: Algorithm, Applications and Architectures 467 472 1988 Elsevier Science Publishers, North Holland The Netherlands, Amsterdam A new application of SVD to harmonic retrieval
12. J. Cadzow Signal processing via least squares modeling IEEE Signal Processing Mag. 12 31 Oct. 1990
13. M. Viberg Subspace fitting concepts in sensor array processing 1989 Linkoping University Sweden
14. B. Ottersten M. Viberg Asymptotic robustness for sensor array processing methods Proc. ICASSP 90 2635 2638 Proc. ICASSP 90 Albuquerque NM 1990-Apr.
15. K. S. Arun A unitarily constrained total least squares problem in signal processing SIAM J. Matrix Analysis and Applications 1992
16. K. S. Arun T. S. Huang S. D. Blostein Least-squares fitting of two 3-D point sets IEEE Trans. Patt. Anal. Mach. Intell. PAMI-9 698 700 Sept. 1987
17. B. D. Rao K. V. S. Hari Effect of spatial smoothing on state space methods/ESPRIT Proc. Fifth ASSP Workshop on Spectrum Estimation and Modeling Proc. Fifth ASSP Workshop on Spectrum Estimation and Modeling Rochester NY 1990-Oct.
18. H. V. S. Kuchibhotla Performance analysis of subspace methods for direction of arrival estimation Aug. 1990 Univ. of California San Diego
19. D. C. Rife R. R. Boorstyn Multiple tone parameter estimation from discrete observations Bell Syst. Tech. J. 1389 1410 Nov. 1976
20. P. Stoica A. Nehorai MUSIC, maximum likelihood and Cramer-Rao bound IEEE Trans. Acoust., Speech, Signal Processing 37 720 741 May 1989
21. H. Clergeot S. Tressens A. Ouamri Performance of high resolution frequencies estimation methods compared to the Cramer-Rao bounds IEEE Trans. Acoust., Speech, Signal Processing 37 1703 1720 Nov. 1989
22. B. Ottersten M. Viberg Analysis of algorithms of sensor arrays with invariance structure Proc. ICASSP 90 2959 2962 Proc. ICASSP 90 Albuquerque NM 1990-Apr.
23. P. Stoica A. Nehorai Performance comparison of subspace rotation and MUSIC methods for direction estimation IEEE Trans. Acoust., Speech, Signal Processing
24. B. D. Rao K. V. S. Hari Effect of spatial smoothing on performance of MUSIC and the Minimum-Norm method Proc. Inst. Elec. Eng. 137 449 458 Proc. Inst. Elec. Eng. 1990-Dec.
25. R. M. Liang New Improved Algorithms for Sinusoid Retrieval Aug. 1988 Dep. Electrical and Computer Engineering, Univ. Illinois at Urbana-Champaign IL, Urbana
26. A. Bax L. Lerner Two-dimensional nuclear magnetic resonance spectroscopy Science 232 960 967 1986
27. C. L. Dumoulin G. C. Levy Bulletin Magnetic Resonance 6 47 1984
28. R. DeBeer W.M.M.J. Bovee A. A. DeGraaf D. VanOrmondt W. W. F. Pijnappel R.A.F.M. Chamuleau SVD and Signal Processing: Algorithms, Applications, and Architectures 473 477 1988 Elsevier Science Publishers, North Holland The Netherlands, Amsterdam Retrieval of significant parameters from magnetic resonance signals via SVD
29. R. DeBeer D. VanOrmondt W. W. F. Pijnappel Maximum likelihood estimation of poles, amplitudes, and phases from 2-D NMR time-domain signals Proc. 1989 IEEE Int. Conf. Acoust., Speech, Signal Processing 1504 1507 Proc. 1989 IEEE Int. Conf. Acoust., Speech, Signal Processing Glasgow Scotland 1989-May
30. L. Kronecker Zur theorie der eleminination einer variablen aus zwei algebraishen gleichungen Trans. Roral Prussian Academy of Sciences Collected Works 2 1881
31. O. S. Halpeny D. G. Childers Composite wavefront decomposition via multidimensional digital filtering of array data IEEE Trans. Syst. CAS-22 552 562 June 1975
32. S. Y. Kung C. K. Lo R. Foka A Toeplitz approximation approach to coherent source direction finding Proc. ICASSP Proc. ICASSP 1986
33. S. Mayrargue ESPRIT and TAM (Toeplitz approximation method) are theoretically equivalent Proc. Int. Conf. Acoust. Speech Signal Processing Proc. Int. Conf. Acoust. Speech Signal Processing New York NY 1988-Apr.
34. K. S. Arun Y. Bresler Multiply replicated arrays for direction of arrival estimation The 22nd Ann. Asilomar Conf. on Signals, Syst., and Computers 828 832 The 22nd Ann. Asilomar Conf. on Signals, Syst., and Computers Pacific Grove CA 1988-Nov.
35. P. Faurre System Identification: Advances and Case Studies 1976 Academic New York Stochastic Realization Algorithms
36. S. Y. Kung K. S. Arun A novel Hankel approximation method for ARMA pole zero estimation from noisy covariance data Tech. Dig. Topical Meeting on Signal Recovery and Synthesis with Incomplete Information and Partial Constraints WA-19 Tech. Dig. Topical Meeting on Signal Recovery and Synthesis with Incomplete Information and Partial Constraints Incline Village NV 1983-Jan.
37. K. S. Arun S. Y. Kung Balanced approximation of stochastic systems SIAM J. Matrix Analysis and Applications 11 1 42 68 Jan. 1990
38. U. B. Desai D. Pal A realization approach to stochastic model reduction and balanced stochastic realization Proc. 16th Ann. Conf. Information Sciences and Systems 613 620 Proc. 16th Ann. Conf. Information Sciences and Systems NJ 1982-Mar.
39. S. M. Kay S. L. Marple Spectrum analysis—A modern perspective Proc. IEEE 69 1380 1419 Nov. 1981
40. A. V. Oppenheim R. W. Schafer Digital Signal Processing 1975 Prentice-Hall NJ, Englewood Cliffs
41. R. A. Roberts C. T. Mullis Digital Signal Processing 1987 Addison Wesley New York
42. S. Y. Kung A new identification and model reduction algorithm via singular value decomposition Proc. 12th Asilomar Conf. Circuits Systems and Computers 705 714 Proc. 12th Asilomar Conf. Circuits Systems and Computers Pacific Grove CA 1978-Nov.
43. S. Y. Kung K. S. Arun D. V. BhaskarRao Slate-space singular value decomposition based methods for the harmonic retrieval problem J. Opt. Soc. Amer. 73 1799 1811 Dec. 1983
44. J. J. Fuchs State-space modeling and estimation of time differences of arrival IEEE Trans. Acoust., Speech, Signal Processing ASSP-34 232 244 Apr. 1986
45. M. Aoki State Space Modeling of Time Series 1987 Springer Verlag New York
46. R. J. Vaccaro Deterministic balancing and stochastic model reduction IEEE Trans. Automat. Contr. AC-30 921 923 1985
47. A. Benveniste J. J. Fuchs Single sample modal identification of a nonstationary stochastic process IEEE Trans. Automat. Contr. AC-30 66 75 Jan. 1985
48. K. S. Arun Principal components algorithms for ARMA spectrum estimation IEEE Trans. Acoust., Speech, Signal Processing ASSP-37 566 571 Apr. 1989
49. J. V. Krogmeier K. S. Arun Linear interpolation theory for multidimensional identification and estimation Proc. 1989 American Control Conf. 1208 1213 Proc. 1989 American Control Conf. Pittsburgh PA 1989-June
50. S. S. Rao D. C. Gnanaprakasam A criterion for identifying the dominant singular values in the SVD based method of harmonic retrieval Proc. Int. Conf. Acoust., Speech, Signal Processing 2460 2463 Proc. Int. Conf. Acoust., Speech, Signal Processing New York NY 1988-Apr.
51. B. D. Rao Sensitivity analysis of state-space methods in spectrum estimation Proc. 1987 IEEE Int. Conf. Acoust., Speech, Signal Processing 1517 1520 Proc. 1987 IEEE Int. Conf. Acoust., Speech, Signal Processing Dallas TX 1987-Apr.
52. B. D. Rao K. V. S. Hari Performance analysis of subspace based methods Proc. 4th ASSP Workshop on Spectrum Estimation and Modeling 92 97 Proc. 4th ASSP Workshop on Spectrum Estimation and Modeling 1988-Aug.
53. B. D. Rao K. V. S. Hari Performance analysis of TAM and ESPRIT for determining the direction of arrival of plane waves in noise IEEE Trans. Acoust., Speech, Signal Processing 37 1990 1995 Dec. 1989
54. A. Paulraj R. Roy T. Kailtath Estimation of signal parameters via rotational invariance techniques—ESPRIT Proc. Nineteenth Ann. Asilomar Conf. Circuits, Systems, and Computers 83 89 Proc. Nineteenth Ann. Asilomar Conf. Circuits, Systems, and Computers Pacific Grove CA 1985-Nov.
55. R. Roy A. Paulraj T. Kailath ESPRIT—A subspace rotation approach to estimation of parameters of cisoids in noise IEEE Trans. Acoust., Speech, Signal Processing ASSP-34 1340 1342 Oct. 1986
56. R. Roy T. Kailath ESPRIT—Estimation of signal parameters via rotational Invariance techniques IEEE Trans. Acoust., Speech Signal Processing ASSP-37 984 995 July 1989
57. B. Ottersten Parametric subspace fitting techniques for array signal processing 1989 Stanford University
58. G. H. Golub The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate SIAM J. Numerical Analysis 413 432 Apr. 1973
59. M. R. Osborne Some special non-linear least squares problems SIAM J. Numerical Analysis 12 4 572 592 Sept. 1975
60. Y. Hua T. K. Sarkar Matrix Pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise IEEE Trans. Acoust., Speech, Signal Processing ASSP-38 1272 1281 May 1990
61. G. R. B. de Prony Essai Experimental et Analytique... Paris Journal de L'Ecole Polytechnique 1 Cahier 2 24 76 1795
62. B. D. Rao Sensitivity considerations in state space methods for the harmonic retrieval problem IEEE Trans. Acoust., Speech, Signal Processing 37 1789 1794 Nov. 1989
63. J. H. Wilkinson Monographs on Numerical Analysis 1965 Oxford University Press The algebraic eigenvalue problem
64. G. W. Stewart Introduction to Matrix Computations 1973 Academic New York
65. T. Kailath Linear Systems 1980 Prentice Hall NJ, Englewood Cliffs
66. G. H. Golub C. F. Van Loan Matrix Computations 1983 The Johns Hopkins University Press
67. V. C. Klemma A. J. Laub The singular value decomposition: Its computation and some applications IEEE Trans. Automat. Contr. AC-25 164 176 1980
68. S. M. Kay Modern Spectral Estimation: Theory and Application 1988 Prentice Hall NJ, Englewood Cliffs
69. S. L. Marple Digital Spectral Analysis with Applications 1988 Prentice Hall NJ, Englewood Cliffs
70. B. D. Rao K. V. S. Hari Performance analysis of Root-MUSIC IEEE Trans. Acoust., Speech, Signal Processing 37 1939 1949 Dec. 1989
71. S. Van Huffel J. Vandewalle Analysis and solution of the nongeneric total least squares problem SIAM J. Matrix Analysis and Applications 9 3 360 372 July 1988
72. J. J. Fuchs Estimating the number of sinusoids in additive white noise IEEE Trans. Acoust., Speech, Signal Processing ASSP-36 1846 1853 Dec. 1988
73. M. Wax T. Kailath Detection of signals by information theoretic criteria IEEE Trans. Acoust., Speech, Signal Processing ASSP-33 387 392 Apr. 1985
74. H. Akaike A new look at the statistical model identification IEEE Trans. Automat. Contr. AC-19 716 723 Dec. 1974
75. L. C. Zhao P. R. Krishnaiah Z. D. Bai Remarks on certain criteria for detection of number of signals IEEE Trans. Acoust., Speech, Signal Processing 129 132 Feb. 1987
76. Y. Q. Yin P. R. Krishnaiah On some nonparameteric methods for detection of the number of signals IEEE Trans. Acoust., Speech, Signal Processing ASSP-35 1533 1538 Nov. 1987
77. G. W. Stewart The perturbation of pseudo-inverses, projections and linear least squares problems SIAM Review 19 4 534 662 Oct. 1977
78. V. F. Pisarenko The retrieval of harmonics from a covariance function Geophys. J. Roy. Astron. Soc. 33 247 266 1973
79. D. W. Tufts R. Kumaresan Estimation of frequencies of multiple sinusoids: Making linear prediction work like maximum likelihood Proc. IEEE 70 975 989 Sept. 1982
80. B. D. Rao Perturbation analysis of an SVD-based linear prediction method for estimating the frequencies of multiple sinusoids IEEE Trans. Acoust., Speech, Signal Processing 1026 1035 July 1988
81. V. U. Reddy B. Srinivas Modified forward-backward linear prediction: Improvements and criterion for detection of number of sinusoids 1988 India, Bangalore Indian Institute of Science
82. Int. J. Control 42 821 838 1985
83. A. C. Kak M. Slaney Principles of Computerized Tomographic Imaging 1988 IEEE Press New York
84. G. T. Herman Image Reconstruction from Projections, the Fundamentals of Computerized Tomography 1980 Academic New York
85. H. H. Barrett W. Swindell Radiological Imaging: The Theory of Image Formation, Detection, and Processing 2 1981 Academic New York
86. D. J. DeRosier A. Klug Reconstruction of three-dimensional structures from electron micrographs Nature 217 130 1968
87. W. K. Jenkins D. C. Munson J. D. O'Brien Commonalities in the theory of signal processing for synthetic aperture radar, computer-aided tomography, and beam-forming sonar Proc. 25th Midwest Symp, Circuits and Systems 175 178 Proc. 25th Midwest Symp, Circuits and Systems Houghton MI 1982-Aug.
88. P. Mansfield P. G. Morris NMR Imaging in Biomedicine 1982 Academic Press
89. G. T. Herman Image Reconstruction from Projections: Implementation and Applications Topics in Applied Physics Series 32 1979 Springer Verlag New York
90. S. R. Deans The Radon Transform and Some of Its Applications 1983 Wiley Interscience New York
91. A. Papoulis A new algorithm in spectral analysis and band-limited extrapolation IEEE Trans. Circuits Syst. CAS-22 735 742 Sept. 1975
92. R. W. Gerchberg Super resolution through error energy reduction Optica Acta 21 9 709 720 1975
93. M. S. Sabri W Steenart An approach to bandlimited signal extrapolation: The extrapolation matrix IEEE Trans. Circuits and Sys. CAS-25 74 78 Feb. 1978
94. A. K. Jain S. Ranganath IEEE Trans. Acoust., Speech, Signal Processing ASSP-29 830 845 Aug. 1981
95. S. Y. Kung K. S. Arun Advances in Statistical Signal Processing 203 250 1987 JAI Press CT, Greenwich Singular-value-decomposition algorithms for linear system approximation and spectrum estimation
96. K. S. Arun J. E. Davoust V. Desai Bandlimited rational models for signal reconstruction SADHANA 15 177 196 Nov. 1990
97. S. Y. Hwang Minimum uncorrelated unit noise in state-space digital filtering IEEE Trans. Acoust. Speech, Signal Processing ASSP-25 273 281 Aug. 1977
98. D. V. BhaskarRao Analysis of coefficient quantization errors in state-space digital filters IEEE Trans. Acoust., Speech, Signal Processing ASSP-34 131 139 Feb. 1986
99. L. Thiele On the sensitivity of linear state-space systems IEEE Trans. Circuits Syst. 502 510 May 1986
100. B. C. Moore Principal component analysis in linear systems: Controllability observability and model reduction IEEE Trans. Automat. Contr. AC-26 17 31 Feb. 1981
101. E. A. Jonckheere J. W. Helton Power spectrum reduction by optimal Hankel-norm approximation of the phase of the outer spectral factor IEEE Trans. Aut. Contr. AC-30 1192 1201 Dec. 1985
102. J. Vandewalle B. DeMoor SVD and Signal Processing 1988 North-Holland The Netherlands, Amsterdam A variety of applications of singular value decomposition in identification and signal processing
103. S. Van Huffel Analysis of the total least squares problem and its use in parameter estimation June 1987 Katholieke Univ. Belgium, Leuven
104. S. Y. Kung VLSI Array Processors 1988 Prentice Hall NJ, Englewood Cliffs
105. H. T. Kung Why Systolic Architectures IEEE Computer 15 37 46 Jan. 1982