TY - JOUR
T1 - On recursive representation of optimum projection matrix
AU - Suga, Norisato
AU - Furukawa, Toshihiro
N1 - Publisher Copyright:
Copyright © 2016 The Institute of Electronics, Information and Communication Engineers.
PY - 2016/1
Y1 - 2016/1
N2 - 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.
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.
KW - Matrix inversion lemma
KW - Oblique projection
KW - Optimum projection
KW - Orthogonal projection
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U2 - 10.1587/transfun.E99.A.412
DO - 10.1587/transfun.E99.A.412
M3 - Article
AN - SCOPUS:84953278431
VL - E99A
SP - 412
EP - 416
JO - IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
JF - IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
SN - 0916-8508
IS - 1
ER -