Data adaptive signal estimation by singular value decomposition of a data matrix
D.W. Tufts, R. Kumaresan, Ivars Kirsteins · Proceedings of the IEEE · 1982
A new method is presented for estimating the signal component of a noisy record of data. Only a little prior information about the signal is assumed. Specifically, the approximate value of rank of a matrix which is formed from the samples of the signal is assumed to be known or obtainable from singular value decomposition (SVD).