论文信息 - The probability of a subspace swap in the SVD

The probability of a subspace swap in the SVD

We extend the work of Tufts, Kot, and Vaccaro (TKV) published in 1980, to improve the analytical characterization of threshold breakdown in SVD methods. Our results sharpen the TKV results by lower bounding the probability of a subspace swap in the SVD. Our key theoretical result is the characteristic function for a random variable whose probability of exceeding zero bounds the probability of a threshold breakdown. >

John K. Thomas | Louis L. Scharf | Donald W. Tufts

[1] R. Kumaresan,et al. Estimation of frequencies of multiple sinusoids: Making linear prediction perform like maximum likelihood , 1982, Proceedings of the IEEE.

[2] T. Kailath,et al. Estimation of Signal Parameters via Rotational Invariance Techniques - ESPRIT , 1986 .

[3] Ramdas Kumaresan,et al. ESTIMATING THE PARAMETERS OF EXPONENTIALLY DAMPED OR UNDAMPED SINUSOIDAL SIGNALS IN NOISE , 1982 .

[4] Richard J. Vaccaro,et al. The threshold analysis of SVD-based algorithms , 1988, ICASSP-88., International Conference on Acoustics, Speech, and Signal Processing.

[5] B. Noble. Applied Linear Algebra , 1969 .

[6] R. Kumaresan,et al. Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noise , 1982 .

[7] L. Scharf,et al. A Prony method for noisy data: Choosing the signal components and selecting the order in exponential signal models , 1984, Proceedings of the IEEE.