On recursive representation of optimum projection matrix

Norisato Suga, Toshihiro Furukawa

研究成果: Article査読

4 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)412-416
ページ数5
ジャーナルIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
E99A
1
DOI
出版ステータスPublished - 2016 1月
外部発表はい

ASJC Scopus subject areas

  • 信号処理
  • コンピュータ グラフィックスおよびコンピュータ支援設計
  • 電子工学および電気工学
  • 応用数学

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