Reduced-rank adaptive filtering using Krylov subspace
Iterative numerical methods for linear systems (65F10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)
Summary: A unified view of several recently introduced reduced-rank adaptive filters is presented. As all considered methods use Krylov subspace for rank reduction, the approach taken in this work is inspired from Krylov subspace methods for iterative solutions of linear systems. The alternative interpretation so obtained is used to study the properties of each considered technique and to relate one reduced-rank method to another as well as to algorithms used in computational linear algebra. Practical issues are discussed and low-complexity versions are also included in our study. It is believed that the insight developed in this paper can be further used to improve existing reduced-rank methods according to known results in the domain of Krylov subspace methods.
- Linear estimation and detection in Krylov subspaces
- Adaptive reduced-rank LCMV beamforming algorithms based on joint iterative optimization of filters: design and analysis
- Krylov subspace techniques for reduced-order modeling of large-scale dynamical systems
- Performance of reduced-rank linear interference suppression
- Model reduction methods based on Krylov subspaces
- Adaptive reduced-rank LCMV beamforming algorithms based on joint iterative optimization of filters: design and analysis
- Robust rank reduction algorithm with iterative parameter optimization and vector perturbation
- A Krylov subspace based low-rank channel estimation in OFDM systems
- An improved adaptive constrained constant modulus reduced-rank algorithm with sparse updates for beamforming
- Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter
- Projection-based rank reduction algorithms for multichannel modelling and image compression
- High-resolution source localization algorithm based on the conjugate gradient
- On the convergence of the LMS algorithm with a rank-deficient input autocorrelation matrix
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