28 October 1994 Adaptive rational subspace estimation: case of nonwhite additive noise
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In previous work, time domain algorithms were proposed to adaptively estimate a rational and orthonormal spanning of rational source and noise subspaces using a cascadable lossless structure. However, they apply only if the additive channel noise occurring at the receiver sensor array is a spatially and temporally white multivariate process. We propose a new approach in the case where the `useful' signal is corrupted by an additive spatially and/or temporally non-white noise. The source and noise subspaces are characterized by the mean of fourth order statistics under pragmatic assumptions on the sources and noise distributions. A new adaptive algorithm is deduced and its satisfactory asymptotical convergence properties are proved.
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Inbar Fijalkow, Inbar Fijalkow, Philippe Loubaton, Philippe Loubaton, "Adaptive rational subspace estimation: case of nonwhite additive noise", Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); doi: 10.1117/12.190834; https://doi.org/10.1117/12.190834

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