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Efficient approximation of a family of noises for application in adaptive spatial processing for signal detection
25
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2
References
1980
Year
EngineeringStochastic AnalysisEfficient ApproximationMatrix TheoryNoise SamplesLocalizationStatistical Signal ProcessingSpace-time ProcessingPattern RecognitionNoiseTex XmlnsSignal DetectionAdaptive Spatial ProcessingApproximation TheoryLow-rank ApproximationAdaptive FilterNoise Sample VectorComputer ScienceAdaptive AlgorithmSpatial FilteringMatrix AnalysisSignal ProcessingRandom Matrix
Two solutions are presented to the problem of efficiently approximating a family of noises parameterized by a scalar <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon, 0 \leq \Upsilon \leq \infty</tex> . The noises are represented in the form of vectors with <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</tex> random components, and their covariance matrices are such that the number of significant eigenvalues increases with <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon</tex> . The noise sample vector is to be approximated, within a specified error <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\epsilon</tex> , by a linear combination of vectors taken from a fixed set of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</tex> vectors that are independent of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon</tex> . Furthermore, for each <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon</tex> the number of approximating vectors is to be mlnlmlzed while keeping the error below <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\epsilon</tex> . This number increases with <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon</tex> as does the number of significant eigenvalues. The problem is to find a sequence of parameter values <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon{1} < \cdots < \Upsilon_{m}</tex> ,andasetofvectors <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u_{1}, \cdots ,u_{m}</tex> such that, for each <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">j, \Upsilon_{j}</tex> is the maximum value of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon</tex> for which the noise can be approximated within the error of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\epsilon</tex> by using only <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">j</tex> vectors, and <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u_{1}, \cdots , u_{j}</tex> are the approximating <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">j</tex> vectors corresponding to <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon_{j}</tex> The critical constraint is that the set of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">m</tex> approximating vectors be independent of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon</tex> . In the first solution, the root-mean-square error is used for the error that is to remain below <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\epsilon</tex> . In the second, the sample error is used but the <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\epsilon</tex> -approximation is limited to only those noise samples which have nonnegligible average power. In both solutions a recursive scheme is given for obtaining <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon_{1}, \cdots , \Upsilon_{m}</tex> and <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u_{1} , \cdots , u_{m}</tex> , the resultant <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\Upsilon</tex> -sequence and <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u</tex> -set (orthonormal) are unique. The result is applied to adaptive spatial processing for signal detection in the case where the signal wave, though temporally incoherent, has a known wavefront, the dominant noise ls spatlally localized, and the processor must be nearly opthnum for a wide range of frequencies.
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