Estimation of the signal component of a data vector
Asad Ali Shah, D.W. Tufts · 1992
Evaluation and improvement of a data-adaptive signal estimation algorithm are presented. Perturbation analysis of a rank-reduced data matrix is used to reveal its statistical properties. The obtained information is used for calculating the performance of the Toeplitz-restoration algorithm of D. Tufts et al. (1982). The analysis leads to improvements of the method, and the predicted improvements are demonstrated by simulation and comparison with Cramer-Rao bounds.>