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Volume 33 Issue 1
Feb.  2011
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Zhuang Xue-Bin, Lu Ming-Quan, Feng Zhen-Ming. A Numerically Robust and Low-complexity Method of Signal Subspace Estimation[J]. Journal of Electronics & Information Technology, 2011, 33(1): 90-94. doi: 10.3724/SP.J.1146.2009.01392
Citation: Zhuang Xue-Bin, Lu Ming-Quan, Feng Zhen-Ming. A Numerically Robust and Low-complexity Method of Signal Subspace Estimation[J]. Journal of Electronics & Information Technology, 2011, 33(1): 90-94. doi: 10.3724/SP.J.1146.2009.01392

A Numerically Robust and Low-complexity Method of Signal Subspace Estimation

doi: 10.3724/SP.J.1146.2009.01392
  • Received Date: 2009-10-29
  • Rev Recd Date: 2010-10-15
  • Publish Date: 2011-01-19
  • A numerically robust and low-complexity method of signal subspace estimation is proposed in the paper. The transform matrix to tridiagonalize the covariance matrix of observation data is constructed in the forward recursion of multistage Wiener filter (MSWF), and its columns span the signal subspace. Compared with the traditional method of correlation subtractive structure, the forward recursion in the method is implemented with the Householder unitary transform. Therefore, it strengthens significantly the orthogonality of basis vectors in the signal subspace and improves the numerical robustness, especially in the finite-precision implementation. Besides, a method of calculating the transform matrix is proposed to reduce the computational complexity based on the unitary property of the Householder matrix and backward accumulation of matrices. Finally, simulation results demonstrate the numerical robustness and computational efficiency of the proposed method.
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