Generalized consistent estimation on low-rank Krylov subspaces of arbitrarily high dimension

IEEE Transactions on Signal Processing

Volumn 57, Issue 10, 2009, Pages 3787-3800

  Rubio, Francisco ^a   Mestre, Xavier ^a  

^a CENTRE TECNOLÒGIC DE TELECOMUNICACIONS DE CATALUNYA CTTC   (Spain)

Author keywords

Asymptotic analysis; Krylov methods; Random matrices; Sample covariance matrix; Stieltjes transform

Indexed keywords

ASYMPTOTIC REGIMES; CONSISTENT ESTIMATION; EIGEN MODES; EIGENSPACES; EIGENSPECTRUM; FUNDAMENTAL PROBLEM; HIGH DIMENSIONS; KRYLOV METHODS; KRYLOV SUBSPACE; MATRIX; NUMBER OF SAMPLES; NUMERICAL EVALUATIONS; OBSERVED SAMPLES; OPTIMAL SAMPLES; POWER FUNCTIONS; RANDOM MATRICES; RANDOM MATRIX THEORY; SAMPLE COVARIANCE MATRIX; SECOND ORDER STATISTICS; SENSOR ARRAY SIGNAL PROCESSING; SIGNAL PROCESSING APPLICATIONS; SIGNATURE VECTORS; SPECTRAL FUNCTION; STIELTJES TRANSFORM; STRUCTURED COVARIANCE; VECTOR VALUED;

ASYMPTOTIC ANALYSIS; ESTIMATION; SENSOR ARRAYS; SIGNAL PROCESSING; SPECTROSCOPY;

COVARIANCE MATRIX;

EID: 68249161595     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2009.2025094     Document Type: Article

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