Rank-selection criterion for Krylov-subspace-based adaptive filtering techniques

研究成果: Conference contribution

1 被引用数 (Scopus)

抄録

We propose a novel rank-selection criterion for the Krylov-subspace-based filtering techniques such as the well-known multistage Wiener filter. We provide two necessary and sufficient conditions for the low-dimensional Krylov subspace to contain the optimal filter. The first condition is that the subspace is invariant under the transformation by the autocorrelation matrix associated with the subspace itself, and the second condition is its reverse inclusion. We derive two criteria based on the conditions; the criterion based on the first condition coincides with the conventional one, and the one based on the second is the proposed one. Simulation results indicate that the proposed criterion induces a natural relation between the threshold parameter and the average rank.

本文言語English
ホスト出版物のタイトルICICS 2011 - 8th International Conference on Information, Communications and Signal Processing
DOI
出版ステータスPublished - 2011 12 1
外部発表はい
イベント8th International Conference on Information, Communications and Signal Processing, ICICS 2011 - Singapore, Singapore
継続期間: 2011 12 132011 12 16

出版物シリーズ

名前ICICS 2011 - 8th International Conference on Information, Communications and Signal Processing

Other

Other8th International Conference on Information, Communications and Signal Processing, ICICS 2011
国/地域Singapore
CitySingapore
Period11/12/1311/12/16

ASJC Scopus subject areas

  • コンピュータ ネットワークおよび通信
  • 情報システム
  • 信号処理

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