Iterative signal-order and noise estimation for multivariate data

Electronics Letters

Volumn 37, Issue 2, 2001, Pages 134-135

  Lee, J ^a   Staelin, D H ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; ESTIMATION; ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; PRINCIPAL COMPONENT ANALYSIS; REGRESSION ANALYSIS; SPURIOUS SIGNAL NOISE;

MULTIVARIATE DATA; WIENER FILTERING;

SIGNAL PROCESSING;

EID: 0035135464     PISSN: 00135194     EISSN: None     Source Type: Journal    
DOI: 10.1049/el:20010101     Document Type: Article

References (4)

1. JOLIFFE, I.: 'Principal component analysis' (Springer-Verlag, New York, 1986)
2. LEE, J.: 'Blind noise estimation and compensation for improved characterization of multivariate processes'. PhD thesis, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA, USA, March, 2000
3. RAJAN, J., and RAYNER, p.: 'Model order selection for the singular value decomposition and the discrete KL transform using a Bayesian approach', Proc. IEE, Vis. Image Signal Process., 1997, 144, (2), pp. 116-123
4. WEINSTEIN, E., OPPENHEIM, A., FEDER, M., and BUCK, R.: 'Iterative and sequential algorithms for multi-sensor signal enhancement', IEEE Trans. Signal Process., 1994, 42, (4), pp. 846-859