Data adaptive signal estimation by singular value decomposition of a data matrix
- 1 June 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 70 (6), 684-685
- https://doi.org/10.1109/proc.1982.12367
Abstract
A new method is presented for estimating the signal component of a noisy record of data. Only a little prior information about the signal is assumed. Specifically, the approximate value of rank of a matrix which is formed from the samples of the signal is assumed to be known or obtainable from singular value decomposition (SVD).Keywords
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