On weighted subspace estimates in system identification

Author

Cardoso, J.F. ; Loubaton, P. ; Moulines, E.

Author_Institution

Dept. SIG, Ecole Nat. Superieure des Telecommun., Paris, France

fYear

1996

fDate

24-26 Jun 1996

Firstpage

352

Lastpage

355

Abstract

Subspace based estimates, i.e. estimates obtained by exploiting the orthogonality between a set of vector statistics and a set of parameter-dependent vectors have gained much popularity in the signal processing literature. The article develops a general theory for such estimates. It discusses the generalization of the optimal weighted subspace fitting approach, introduced by Viberg (1989) in the DOA estimation context. It establishes that the optimal weighted estimate enjoy some invariance properties

Keywords

direction-of-arrival estimation; optimisation; statistical analysis; DOA estimation; invariance properties; optimal weighted subspace fitting; parameter dependent vectors; signal processing; subspace matching; system identification; vector statistics; weighted subspace estimates; Array signal processing; Covariance matrix; Direction of arrival estimation; Frequency estimation; Parameter estimation; Signal processing; Statistical distributions; Statistics; System identification; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Statistical Signal and Array Processing, 1996. Proceedings., 8th IEEE Signal Processing Workshop on (Cat. No.96TB10004

Conference_Location

Corfu

Print_ISBN

0-8186-7576-4

Type

conf

DOI

10.1109/SSAP.1996.534889

Filename

534889