Abstract
A perturbation theorem on perturbations in the singular-value-decomposition (SVD) truncated matrices and SVD truncated pseudoinverses is presented. The theorem can be applied for sensitivity analysis of any SVD-based algorithm that can be formulated in terms of SVD truncated matrices or/and SVD truncated pseudoinverses. The theorem is applied to an SVD-based polynomial method and an SVD-based direct matrix pencil method for estimating parameters of complex exponential signals in noise. With the theorem, it is simple to show that TLS-ESPRIT, Pro-ESPRIT, and the state space method are equivalent to the direct matrix pencil method to the first-order approximation.
Original language | English (US) |
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Title of host publication | Midwest Symposium on Circuits and Systems |
Publisher | IEEE Computer Society |
Pages | 398-401 |
Number of pages | 4 |
State | Published - 1990 |
Event | Proceedings of the 32nd Midwest Symposium on Circuits and Systems Part 2 (of 2) - Champaign, IL, USA Duration: Aug 14 1989 → Aug 16 1989 |
Other
Other | Proceedings of the 32nd Midwest Symposium on Circuits and Systems Part 2 (of 2) |
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City | Champaign, IL, USA |
Period | 8/14/89 → 8/16/89 |
ASJC Scopus subject areas
- Electrical and Electronic Engineering
- Electronic, Optical and Magnetic Materials