In this letter, we show the recursive representation of the optimum projection matrix. The recursive representation of the orthogonal projection and oblique projection have been done in past references. These projections are optimum when the noise is only characterized by the white noise or the structured noise. However, in some practical applications, a desired signal is deteriorated by both the white noise and structured noise. In this situation, the optimum projection matrix has been given by Behrens. For this projection matrix, the recursive representation has not been done. Therefore, in this letter, we propose the recursive representation of this projection matrix.
Norisato SUGA
Tokyo University of Science
Toshihiro FURUKAWA
Tokyo University of Science
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Norisato SUGA, Toshihiro FURUKAWA, "On Recursive Representation of Optimum Projection Matrix" in IEICE TRANSACTIONS on Fundamentals,
vol. E99-A, no. 1, pp. 412-416, January 2016, doi: 10.1587/transfun.E99.A.412.
Abstract: In this letter, we show the recursive representation of the optimum projection matrix. The recursive representation of the orthogonal projection and oblique projection have been done in past references. These projections are optimum when the noise is only characterized by the white noise or the structured noise. However, in some practical applications, a desired signal is deteriorated by both the white noise and structured noise. In this situation, the optimum projection matrix has been given by Behrens. For this projection matrix, the recursive representation has not been done. Therefore, in this letter, we propose the recursive representation of this projection matrix.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E99.A.412/_p
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@ARTICLE{e99-a_1_412,
author={Norisato SUGA, Toshihiro FURUKAWA, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={On Recursive Representation of Optimum Projection Matrix},
year={2016},
volume={E99-A},
number={1},
pages={412-416},
abstract={In this letter, we show the recursive representation of the optimum projection matrix. The recursive representation of the orthogonal projection and oblique projection have been done in past references. These projections are optimum when the noise is only characterized by the white noise or the structured noise. However, in some practical applications, a desired signal is deteriorated by both the white noise and structured noise. In this situation, the optimum projection matrix has been given by Behrens. For this projection matrix, the recursive representation has not been done. Therefore, in this letter, we propose the recursive representation of this projection matrix.},
keywords={},
doi={10.1587/transfun.E99.A.412},
ISSN={1745-1337},
month={January},}
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TY - JOUR
TI - On Recursive Representation of Optimum Projection Matrix
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 412
EP - 416
AU - Norisato SUGA
AU - Toshihiro FURUKAWA
PY - 2016
DO - 10.1587/transfun.E99.A.412
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E99-A
IS - 1
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - January 2016
AB - In this letter, we show the recursive representation of the optimum projection matrix. The recursive representation of the orthogonal projection and oblique projection have been done in past references. These projections are optimum when the noise is only characterized by the white noise or the structured noise. However, in some practical applications, a desired signal is deteriorated by both the white noise and structured noise. In this situation, the optimum projection matrix has been given by Behrens. For this projection matrix, the recursive representation has not been done. Therefore, in this letter, we propose the recursive representation of this projection matrix.
ER -