Improved subspace estimation for multivariate observations of high dimension: The deterministic signals case

IEEE Transactions on Information Theory

Volumn 58, Issue 2, 2012, Pages 1043-1068

  Vallet, Pascal ^a   Loubaton, Philippe ^a   Mestre, Xavier ^b  

^a UNIVERSITÉ PARIS EST   (France)

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

Author keywords

MUSIC; Random matrix theory; Subspace estimation

Indexed keywords

ALMOST SURE; ASYMPTOTIC REGIMES; COMPLEX GAUSSIAN; CORRELATION MATRIX; DETERMINISTIC SIGNALS; EIGENVALUES; HIGH DIMENSIONS; LARGE RANDOM MATRICES; MULTIVARIATE OBSERVATIONS; MUSIC; RANDOM MATRIX THEORY; SAMPLE COVARIANCES; SAMPLE SIZES; SOURCE SIGNALS; STATISTICAL PROPERTIES; SUB-SPACE METHODS; SUBSPACE ESTIMATION; SUBSPACE ESTIMATORS; TIME DOMAIN;

COVARIANCE MATRIX; EIGENVALUES AND EIGENFUNCTIONS; TIME DOMAIN ANALYSIS;

ESTIMATION;

EID: 84856836136     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2011.2173718     Document Type: Article

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