TY - JOUR
T1 - Performance breakdown of subspace-based methods
T2 - Prediction and cure
AU - Hawkes, Malcolm
AU - Nehorai, Arye
AU - Stoica, Petre
PY - 2001
Y1 - 2001
N2 - The performance breakdown of subspace-based parameter estimation methods can be naturally related to a switch of vectors between the estimated signal and noise subspaces (a "subspace swap"). In this paper we derive a lower bound for the probability of such an occurrence and use it to obtain a simple data-based indicator of whether or not the probability of a performance breakdown is significant. We also present a conceptually simple technique to determine from the data whether or not a subspace swap has actually occurred, and to extend the range of SNR values or data samples in which a given subspace method produces accurate estimates.
AB - The performance breakdown of subspace-based parameter estimation methods can be naturally related to a switch of vectors between the estimated signal and noise subspaces (a "subspace swap"). In this paper we derive a lower bound for the probability of such an occurrence and use it to obtain a simple data-based indicator of whether or not the probability of a performance breakdown is significant. We also present a conceptually simple technique to determine from the data whether or not a subspace swap has actually occurred, and to extend the range of SNR values or data samples in which a given subspace method produces accurate estimates.
UR - http://www.scopus.com/inward/record.url?scp=0034842128&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2001.940722
DO - 10.1109/ICASSP.2001.940722
M3 - Article
AN - SCOPUS:0034842128
SN - 1520-6149
VL - 6
SP - 4005
EP - 4008
JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ER -