Skip to main content
eScholarship
Open Access Publications from the University of California

Two-channel constrained least squares problems: solutions using power methods and connections with canonical coordinates

  • Author(s): Pezeshki, A
  • Scharf, L L
  • Azimi-Sadjadi, M R
  • Hua, Y
  • et al.
No data is associated with this publication.
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) generalized 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 canonical 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 the dominant coordinates. The correctness of the alternating power method is demonstrated on a synthesized data set, and conclusions are drawn.

Many UC-authored scholarly publications are freely available on this site because of the UC Academic Senate's Open Access Policy. Let us know how this access is important for you.


This item is not available from eScholarship.