Estimation of the signal component of a data vector
- 1 January 1992
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
Evaluation and improvement of a data-adaptive signal estimation algorithm are presented. Perturbation analysis of a rank-reduced data matrix is used to reveal its statistical properties. The obtained information is used for calculating the performance of the Toeplitz-restoration algorithm of D. Tufts et al. (1982). The analysis leads to improvements of the method, and the predicted improvements are demonstrated by simulation and comparison with Cramer-Rao bounds.Keywords
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