Analysis of Statistical Performance Measures

Abstract

Key accomplishments were fueled by the discovery of an inherent relationship between the Multi-Stage Wiener Filter (MWF) and the iterative search method of Conjugate-Gradients (CG) This lead to a host of new algorithmic implementations of CG-MWT that offer a number of important advantages over the original implementation of MWF The discovery that adding a "stage" to the MWF was equivalent to taking a "step" of a CG search has lead to substantial improvements to the MWF in terms of: (i) computationally efficient implementations that exploit structure in the data matrices or correlation matrices, such as Toeplitz, sparseness, etc.; (ii) amenability to real-time implementation; (iii) amenability to "smart" initialization (based on information learned or statistics estimated during the process of searching for a training sequence embedded in the data, for example), (iv) easy incorporation of a-priority information, constraints, and/or "past history" for accelerated convergence; and (v) amenability to complementary PC based rank reduction.

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Document Details

Document Type
Technical Report
Publication Date
Dec 30, 2002
Accession Number
ADA414936

Entities

People

  • Michael D. Zoltowski

Organizations

  • Purdue University

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Sensors

DTIC Thesaurus Topics

  • Acoustic Communications
  • Algorithms
  • Computational Complexity
  • Convergence
  • Covariance
  • Cross Correlation
  • Data Science
  • Digital Communications
  • Electrical Engineering
  • Equations
  • Filters
  • Filtration
  • Information Science
  • Military Research
  • Signal Processing
  • Statistics
  • Training

Readers

  • Linear Algebra
  • Software Engineering.
  • Systems Analysis and Design