TY - JOUR
T1 - ADAPTIVE SIGNAL-SUBSPACE ALGORITHMS FOR FREQUENCY ESTIMATION AND TRACKING.
AU - Yang, J. F.
AU - Kaveh, M.
PY - 1987/1/1
Y1 - 1987/1/1
N2 - An adaptive estimator, and its practical implementations, of the complete noise- or signal-subspace of a sample covariance matrix are presented. The general formulation of the proposed estimator results from an asymptotic argument which shows the signal- or noise-subspace computation to be equivalent to a constrained gradient search procedure. Two categories of unbiased estimators of the gradient, possessing varying degrees of complexity, are presented and the convergence rates of these estimates are discussed.
AB - An adaptive estimator, and its practical implementations, of the complete noise- or signal-subspace of a sample covariance matrix are presented. The general formulation of the proposed estimator results from an asymptotic argument which shows the signal- or noise-subspace computation to be equivalent to a constrained gradient search procedure. Two categories of unbiased estimators of the gradient, possessing varying degrees of complexity, are presented and the convergence rates of these estimates are discussed.
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M3 - Conference article
AN - SCOPUS:0023244496
SN - 0736-7791
SP - 1593
EP - 1596
JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ER -