### Abstract

In all matrix-pencil-based algorithms (the direct matrix pencil algorithm,ESPRIT, Pro-ESPRIT, and the state-space algorithm) the SVD (singular-value decomposition, or eigendecomposition) filtering approach has been used in several ways to reduce the noise effect and to transform a large matrix pencil into a smaller matrix pencil from which the wave directions are extracted. The SVD filtering approach to matrix pencil is presented in a unified way. Another prefiltering approach, which multiplies the large matrix pencil by a weight matrix before the SVD filtering approach is applied, is also presented. The weight matrix is based on the initial estimates, or the a priori knowledge, of the wave directions.

Original language | English (US) |
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Title of host publication | Twenty Third Annu Asilomar Conf Signal Syst Comput |

Editors | Ray R. Chen |

Publisher | Publ by Maple Press, Inc |

Pages | 768-771 |

Number of pages | 4 |

ISBN (Print) | 0929029301 |

State | Published - Dec 1 1989 |

Event | Twenty-Third Annual Asilomar Conference on Signals, Systems & Computers - Pacific Grove, CA, USA Duration: Oct 30 1989 → Nov 1 1989 |

### Publication series

Name | Conference Record - Asilomar Conference on Circuits, Systems & Computers |
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Volume | 2 |

ISSN (Print) | 0736-5861 |

### Other

Other | Twenty-Third Annual Asilomar Conference on Signals, Systems & Computers |
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City | Pacific Grove, CA, USA |

Period | 10/30/89 → 11/1/89 |

### ASJC Scopus subject areas

- Engineering(all)

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## Cite this

*Twenty Third Annu Asilomar Conf Signal Syst Comput*(pp. 768-771). (Conference Record - Asilomar Conference on Circuits, Systems & Computers; Vol. 2). Publ by Maple Press, Inc.