A tapered SVD without rank determination for estimation of multipulse input time series from noisy output
نویسندگان
چکیده
Oue of (.he key questions to be addressed in t,liis paper is how 1.0 estimate the deterministic input multipulse time series from a noisy respouse of the resonant transfer system iii (.lie case where t.he SNR is low aud the system Q(quality laci.or) of Ihe transfer system is high. By generaliziug the sharp truucabion employed in the standard singular-valuedecomposit.ion(SVD), a tapering window is iutroduced to t ruucat.e high order non-significant singular values obtained by t.lie SVD, t,lie mea:l squared error of the estimat.es due to the st,andard SVD-based estimator is reduced to a miuimum. This paper also preseuts a uew method to design au optimnm tapering window for estimatiug multipulse time series.
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