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A generalization of...
A generalization of weighted subspace fitting to full-rank models
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- Bengtsson, Mats, 1967- (författare)
- KTH,Signalbehandling
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- Ottersten, Björn, 1961- (författare)
- KTH,Signalbehandling
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(creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2001
- 2001
- Engelska.
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Ingår i: IEEE Transactions on Signal Processing. - : Institute of Electrical and Electronics Engineers (IEEE). - 1053-587X .- 1941-0476. ; 49:5, s. 1002-1012
- Relaterad länk:
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https://urn.kb.se/re...
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visa fler...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- The idea of subspace fitting provides a popular framework for different applications of parameter estimation and system identification. Previously, some algorithms have been suggested based on similar ideas, for a sensor array processing problem where the underlying data model is not low rank. We show that two of these algorithms (DSPE and DISPARE) fail to give consistent estimates and introduce a general class of subspace fitting-like algorithms for consistent estimation of parameters from a possibly full-rank data model. The asymptotic performance is analyzed, and an optimally weighted algorithm is derived. The result gives a lower bound on the estimation performance for any estimator based on a low-rank approximation of the linear space spanned by the sample data. We show that in general, for full-rank data models, no subspace-based method can reach the Cramer-Rao lower bound (CRB)
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
Nyckelord
- array signal processing
- eigenvalues and eigenfunctions
- nonlinear estimation
- parameter estimation
- performance analysis
- scattering parameters
- statistical analysis
- direction-of-arrival
- distributed sources
- angular spread
- array
- signals
- performance
- estimators
- amplitude
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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