Threshold Extension of SVD-Based Algorithms.

摘要

Threshold computation is essential in comparing the statistical performance of algorithms when estimating signal parameters. It is possible to extend the threshold effect of SVD-based signal processing algorithms by using the Prony-Lanczos (P-L) method to lower values of signal-to-noise ratio. The procedure is comprised of two steps. In the first step, a non-parametric spectrum analysis or beamforming is employed to yield a good starting point. This is followed in the second step by the Prony-Lanczos algorithm which performs a local search, a procedure relatively insensitive to outliers. Simulation results based on the angles between the estimated and true subspaces using the SVD-based algorithm and the P-L method, provide valuable insight. Reprints. (jhd)