Adaptive rational subspace estimation: case of nonwhite additive noise

Inbar Fijalkow; Philippe Loubaton

doi:10.1117/12.190834

28 October 1994 Adaptive rational subspace estimation: case of nonwhite additive noise

Inbar Fijalkow, Philippe Loubaton

Proceedings Volume 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V; (1994) https://doi.org/10.1117/12.190834
Event: SPIE's 1994 International Symposium on Optics, Imaging, and Instrumentation, 1994, San Diego, CA, United States

Abstract

In previous work, time domain algorithms were proposed to adaptively estimate a rational and orthonormal spanning of rational source and noise subspaces using a cascadable lossless structure. However, they apply only if the additive channel noise occurring at the receiver sensor array is a spatially and temporally white multivariate process. We propose a new approach in the case where the `useful' signal is corrupted by an additive spatially and/or temporally non-white noise. The source and noise subspaces are characterized by the mean of fourth order statistics under pragmatic assumptions on the sources and noise distributions. A new adaptive algorithm is deduced and its satisfactory asymptotical convergence properties are proved.

Citation Download Citation

Inbar Fijalkow and Philippe Loubaton "Adaptive rational subspace estimation: case of nonwhite additive noise", Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); https://doi.org/10.1117/12.190834

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