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IEICE TRANSACTIONS on Fundamentals

On Recursive Representation of Optimum Projection Matrix

Norisato SUGA, Toshihiro FURUKAWA

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Summary :

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.

Publication
IEICE TRANSACTIONS on Fundamentals Vol.E99-A No.1 pp.412-416
Publication Date
2016/01/01
Publicized
Online ISSN
1745-1337
DOI
10.1587/transfun.E99.A.412
Type of Manuscript
LETTER
Category
Digital Signal Processing

Authors

Norisato SUGA
  Tokyo University of Science
Toshihiro FURUKAWA
  Tokyo University of Science

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