Title :
A consideration on the blind estimation of single-input double-output system using orthogonal direct sum decomposition of received signal space
Author :
Tanabe, Nari ; Furukawa, Toshihiro ; Tsujii, Shigeo
Author_Institution :
Graduate Sch. of Inf. & Syst. Eng., Chuo Univ., Tokyo, Japan
Abstract :
Subspace methods with second-order statistics based on principal component analysis (PCA) basically need to calculate the eigenvalues and the eigenvectors of the autocorrelation matrix of the received signal. However, the calculation of the eigenvalues and the eigenvectors of the matrix requires much computational complexity. We propose a new algorithm based on PCA without solving the eigenvalues and the eigenvectors of the matrix. Moreover, we perform the proposed method under the condition that noise-variance is known, but we confirm that the proposed method is effective to a certain degree when noise-variance is unknown. We show the effectiveness of the proposed method by numerical examples
Keywords :
computational complexity; correlation methods; matrix algebra; parameter estimation; principal component analysis; signal processing; transient response; PCA; autocorrelation matrix; blind estimation; blind identification; computational complexity; eigenvalues; eigenvectors; impulse response; orthogonal direct sum decomposition; principal component analysis; received signal space; second-order statistics; single-input double-output system; subspace methods; Autocorrelation; Computational complexity; Convergence; Degradation; Engineering management; Principal component analysis; Sampling methods; Signal processing; Statistics; Systems engineering and theory;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.940402