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The problem of robust estimation of the linear prediction (LP) parameters for an autoregressive process (AR) in white noise is addressed in this paper. The classical solution to this problem involves using the p low-order Yule-Walker equations and subtracting an estimate of the noise variance from the main diagonal of the correlation matrix. However, this approach lacks robustness against possible...
Abstract-Symmetric Loewner-type matrix has broad applications in natural sciences and engineering technologies. Many of the issues are summarized for the sake of symmetric Loewner (type) matrix and its correlation matrix algebraic problem. We present a new fast algorithm of Moore-Penrose inverse for an m??n symmetric Loewner-type matrix with full column rank by forming a special block matrix and studying...
In this paper, we present a novel method for estimating the effective number of independent variables in imaging applications that require multiple hypothesis testing. The method increases the statistical power of the results by refuting the assumption of independence among variables, while keeping the probability of false positives low. It is based on the spectral graph theory, in which the variables...
In this paper, we propose two variations of vector based class-featuring information compression (CLAFIC) methods which can be applied directly to the gray level digital image data. In these methods, gray level digital image matrix data is processed without any explicit transformation into the vector form. Therefore, we called them as two-dimensional CLAFIC methods. Evaluation of correlation and covariance...
Referring to the coherent wideband linear frequency modulation (LFM) signals, direction of arrival (DOA) estimation based on fractional Fourier transform (FRFT) is proposed. In this method, the observed signals are first transformed to fractional Fourier (FRF) domain, using the superior time-frequency localization, time-variant direction matrix is changed into time-invariant one. By dint of the forward/backward...
This paper presents a mean square error (MSE) analysis of the recursive least square (RLS) algorithm for system identification over wide-sense stationary uncorrelated scattering (WSSUS) fading channels. A new sum-of-sinusoids (SOS) model for modeling fading channel is proposed. Unlike most of RLS analyses, our analysis takes the correlation of the inverse of correlation matrix into account and hence...
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