Projections on unstructured subspaces
Hamid Krim, Philippe Forster · IEEE Transactions on Signal Processing · 1996
Orthogonal projection on vector subspaces arises in many applied fields. The common assumption about the orthogonal complementary subspace is that it is spanned by white noise components. We generalize a previous perturbation analysis of projection operators to that with a noise field with an arbitrarily structured covariance matrix. The resulting expressions are insightful, and their algebraic power is very useful for applications.