Fast Subspace Estimation with Rayleigh-Ritz Approzimation and Multi-Stage Wiener Filter
In this paper, the Rayleigh-Ritz approximation and the forward recursions of the multi-stage Wiener filter are adopted to perform the fast estimation of signal subspace, which does not need the estimation and eigen-decomposition of the covariance matrix, and is, therefore, computationally advantageous. Moreover, the rigorous form of the desired signal is not required. By complexity analysis and numerical simulation it is concluded that the proposed method can achieve better performance with lower computational cost, especially in the case of lower signal-to-noise ratio.
Parameter estimation Fast subspace estimation Rayleigh-Ritz approzimation Krylov subspace Multi-stage Wiener filter
Zhijuan An
School of Science, Xidian University Xian, 710071, China
国际会议
2009图像分析与信号处理国际会议(2009 International Conference on Image Analysis and Signal Processing)
浙江台州
英文
381-385
2009-04-11（万方平台首次上网日期，不代表论文的发表时间）