A perturbation property of the TLS-LP method

Yingbo Hua, Tapan Kumar Sarkar

Research output: Contribution to journalArticle

21 Scopus citations

Abstract

It is shown that the TLS-LP (total least squares-linear prediction) method and the SVD-Prony method are equivalent to the first-order perturbation approximation. In practice, it means that the two methods yield the same estimation variances when the signal-to-noise ratio (SNR) is above a threshold.

Original languageEnglish (US)
Pages (from-to)2004-2005
Number of pages2
JournalIEEE Transactions on Acoustics, Speech, and Signal Processing
Volume38
Issue number11
DOIs
StatePublished - Nov 1990

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ASJC Scopus subject areas

  • Signal Processing

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