ITERATIVE SCHUR COMPLEMENT AND MULTISTAGE WIENER FILTERING

The multistage Wiener filter (MWF) is an iterative Schur complement procedure for estimating a scalar or a vector of random variables in the linear minimum mean square error sense. When a complementary orthogonal projector is used as a blocking matrix, intermediate vectors in the development of the...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	SIAM journal on matrix analysis and applications 2010-01, Vol.31 (4), p.2222-2238
Hauptverfasser:	EPHRAIM, Yariv, TINSTON, Michael
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Complement Estimating Exact sciences and technology Integral equations Iterative methods Least mean squares algorithm Linear and multilinear algebra, matrix theory Mathematical analysis Mathematics Mean square errors Multistage Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Random variables Scalars Sciences and techniques of general use Studies Subspaces
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!