Some Algorithms for Eigensubspace Estimation

Reddy, VU and Mathew, G and Paulraj, A (1995) Some Algorithms for Eigensubspace Estimation. In: Digital Signal Processing, 5 (2). pp. 97-115.

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Abstract

An important tool in signal processing is the use of eigenvalue and singular value decompositions for extracting information from time-series/sensor array data. These tools are used in the so-called subspace methods that underlie solutions to the harmonic retrieval problem in time series and the directions-of-arrival (DOA) estimation problem in array processing. The subspace methods require the knowledge of eigenvectors of the underlying covariance matrix to estimate the parameters of interest. Eigenstructure estimation in signal processing has two important classes: (i) estimating the eigenstructure of the given covariance matrix and (ii) updating the eigenstructure estimates given the current estimate and new data. In this paper, we survey some algorithms for both these classes useful for harmonic retrieval and DOA estimation problems. We begin by surveying key results in the literature and then describe, in some detail, energy function minimization approaches that underlie a class of feedback neural networks. Our approaches estimate some or all of the eigenvectors corresponding to the repeated minimum eigenvalue and also multiple orthogonal eigenvectors corresponding to the ordered eigenvalues of the covariance matrix. Our presentation includes some supporting analysis and simulation results. We may point out here that eigensubspace estimation is a vast area and all aspects of this cannot be fully covered in a single paper. (C) 1995 Academic Press, Inc.

Item Type:	Journal Article
Publication:	Digital Signal Processing
Publisher:	Elsevier Science
Additional Information:	Copyright of this article belongs to Elsevier Science.
Department/Centre:	Division of Electrical Sciences > Electrical Engineering
Date Deposited:	26 May 2011 06:55
Last Modified:	26 May 2011 06:55
URI:	http://eprints.iisc.ac.in/id/eprint/37905

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