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IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 53, NO. 1, JANUARY 2005 121 Two-Channel Constrained Least Squares Problems
 

Summary: IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 53, NO. 1, JANUARY 2005 121
Two-Channel Constrained Least Squares Problems:
Solutions Using Power Methods and Connections
with Canonical Coordinates
Ali Pezeshki, Student Member, IEEE, Louis L. Scharf, Fellow, IEEE,
Mahmood R. Azimi-Sadjadi, Senior Member, IEEE, and Yingbo Hua, Fellow, IEEE
Abstract--The 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) gener-
alized 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 canon-
ical 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

  

Source: Azimi-Sadjadi, Mahmood R. - Department of Electrical and Computer Engineering, Colorado State University
Scharf, Louis - Department of Electrical and Computer Engineering, Colorado State University

 

Collections: Computer Technologies and Information Sciences; Engineering