Matrix Computations and Signal Processing
Van Loan, Charles
The interactions between the signal processing and matrix computation areas is explored by examining some subspace dimension estimation problems that arise in a pair of direction-of-arrival algorithms: MUSIC and ESPRIT. We show that the intelligent handling of these numerical problems requires a successful intermingling of perturbation theory, sensible problem formulation, and reliance upon unitary matrix methods.
computer science; technical report
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