On spatial smoothing and linear prediction
The relationship between Cadzow's signal subspace algorithm and the spatially smoothed minimum-norm algorithm of Tufts-Kumaresan is investigated. It is shown that Cadzow's algorithm can be realized by subarray averaging lower rank approximations to the array covariance matrix. A data-domain algorithm that is applicable in a correlated signal environment is formulated. This algorithm offers the advantage of lower word length requirements, and obviates the necessity of computing higher order statistics. It may also be extended in a straightforward way to incorporate signal enumeration. Simulation results are given that contrast the performance of this algorithm to the signal eigenvector approach.<<ETX>>