Matrix Computations and Signal Processing
Charles F. Van Loan · eCommons (Cornell University) · 1987
The interactions between the signal processing and matrix computation areas is explored by examining some subspace dimension estimation problems that arise in a pair of direction-of-arrival algorithms: MUSIC and ESPRIT. We show that the intelligent handling of these numerical problems requires a successful intermingling of perturbation theory, sensible problem formulation, and reliance upon unitary matrix methods.