Rank-deficient prewhitening with quotient SVD and ULV decompositions (Q1387236)
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scientific article; zbMATH DE number 1158319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-deficient prewhitening with quotient SVD and ULV decompositions |
scientific article; zbMATH DE number 1158319 |
Statements
Rank-deficient prewhitening with quotient SVD and ULV decompositions (English)
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2 June 1998
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Prewhitening is a technique frequently used in signal processing when dealing with a signal degraded by colored noise. In this paper, based on the generalized singular value decomposition, a method to prowhiten a signal contaminated by an interfering noisy signal whose covariance matrix is rank deficient, is proposed. It is also demonstrated that a quotient-version of the ULV decomposition can be used to provide an efficient updatable implementation.
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rank-deficient covariance matrix
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prewhitening
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signal processing
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colored noise
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generalized singular value decomposition
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ULV decomposition
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0.87648416
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0.86145157
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0.8542574
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0.8515085
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0.8499921
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0.8452399
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0.8436234
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0.8419942
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0.84069103
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0.8400238
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