On Reduced Rank Linear Regression and Direction Estimation in Unknown Colored Noise Fields
Two estimation problems are treated in this thesis. Estimators are suggested and the asymptotical properties of the estimates are investigated analytically. Numerical simulations are used to assess small-sample performance. In addition, performance bounds are calculated. The first problem treated is...
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| Format: | Others |
| Language: | English |
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KTH, Signalbehandling
2005
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-499 |