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Matrix Computations and Signal Processing

Author
Van Loan, Charles
Abstract
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.
Date Issued
1987-09Publisher
Cornell University
Subject
computer science; technical report
Previously Published As
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR87-863
Type
technical report