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Two-channel constrained least squares problems: solutions using power methods and connections with canonical coordinates

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dc.contributor.authorAzimi-Sadjadi, Mahmood R., author
dc.contributor.authorScharf, Louis L., author
dc.contributor.authorPezeshki, Ali, author
dc.contributor.authorHua, Yingbo, 1960-, author
dc.contributor.authorIEEE, publisher
dc.date.accessioned2007-01-03T04:18:35Z
dc.date.available2007-01-03T04:18:35Z
dc.date.issued2005
dc.description.abstractThe problem of two-channel constrained least squares (CLS) filtering under various sets of constraints is considered, and a general set of solutions is derived. For each set of constraints, the solution is determined by a coupled (asymmetric) generalized eigenvalue problem. This eigenvalue problem establishes a connection between two-channel CLS filtering and transform methods for resolving channel measurements into canonical or half-canonical coordinates. Based on this connection, a unified framework for reduced-rank Wiener filtering is presented. Then, various representations of reduced-rank Wiener filters in canonical and half-canonical coordinates are introduced. An alternating power method is proposed to recursively compute the canonical coordinate and half-canonical coordinate mappings. A deflation process is introduced to extract the mappings associated with the dominant coordinates. The correctness of the alternating power method is demonstrated on a synthesized data set, and conclusions are drawn.
dc.description.sponsorshipThis work was supported by the Office of Naval Research (ONR) under Contracts N00014-02-1-0006 and N00014-04-1-0084.
dc.format.mediumborn digital
dc.format.mediumarticles
dc.identifier.bibliographicCitationPezeshki, Ali, et al., Two-Channel Constrained Least Squares Problems: Solutions Using Power Methods and Connections with Canonical Coordinates, IEEE Transactions on Signal Processing 53, no. 1 (January 2005): 121-135.
dc.identifier.urihttp://hdl.handle.net/10217/1013
dc.languageEnglish
dc.language.isoeng
dc.publisherColorado State University. Libraries
dc.relation.ispartofFaculty Publications
dc.rights©2005 IEEE.
dc.rightsCopyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright.
dc.subjectgeneralized eigenvalue problem
dc.subjectconstrained least squares
dc.subjectcanonical coordinates
dc.subjectalternating power method
dc.subjecthalf-canonical coordinates
dc.subjectreduced-rank Wiener filtering
dc.subjectrank reduction
dc.subjectSVD
dc.subjecttwo-channel least squares
dc.titleTwo-channel constrained least squares problems: solutions using power methods and connections with canonical coordinates
dc.typeText

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