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OverviewOne major area in the theory of statistical signal processing is reduced-rank - timation where optimal linear estimators are approximated in low-dimensional subspaces, e.g., in order to reduce the noise in overmodeled problems, - hance the performance in case of estimated statistics, and/or save compu- tional complexity in the design of the estimator which requires the solution of linear equation systems. This book provides a comprehensive overview over reduced-rank ?lters where the main emphasis is put on matrix-valued ?lters whose design requires the solution of linear systems with multiple right-hand sides. In particular, the multistage matrix Wiener ?lter, i.e., a reduced-rank Wiener ?lter based on the multistage decomposition, is derived in its most general form. In numerical mathematics, iterative block Krylov methods are very po- lar techniques for solving systems of linear equations with multiple right-hand sides, especially if the systems are large and sparse. Besides presenting a - tailed overview of the most important block Krylov methods in Chapter 3, which may also serve as an introduction to the topic, their connection to the multistage matrix Wiener ?lter is revealed in this book. Especially, the reader will learn the restrictions of the multistage matrix Wiener ?lter which are necessary in order to end up in a block Krylov method. This relationship is of great theoretical importance because it connects two di?erent ?elds of mathematics, viz., statistical signal processing and numerical linear algebra. Full Product DetailsAuthor: Guido K. E. DietlPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: Softcover reprint of hardcover 1st ed. 2007 Volume: 1 Dimensions: Width: 15.50cm , Height: 1.30cm , Length: 23.50cm Weight: 0.454kg ISBN: 9783642088032ISBN 10: 3642088031 Pages: 232 Publication Date: 22 November 2010 Audience: College/higher education , Professional and scholarly , Postgraduate, Research & Scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Out of print, replaced by POD  We will order this item for you from a manufatured on demand supplier. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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