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Theoretical Performance of Low Rank Adaptive Filters in the Large Dimensional Regime

机译:低级别自适应过滤器的理论性能大维度

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This paper proposes a new approximation of the theoretical signal to interference plus noise ratio (SINR) loss of the low-rank (LR) adaptive filter built on the eigenvalue decomposition of the sample covariance matrix. This new result is based on an analysis in the large dimensional regime, i.e., when the size and the number of data tend to infinity at the same rate. Compared to previous works, this new derivation allows us to measure the quality of the adaptive filter near the LR contribution. Moreover, we propose a new LR adaptive filter and we also derive its SINR loss approximation in a large dimensional regime. We validate these results on a jamming application and test their robustness in a multiple input multiple output space time adaptive processing application where the data size is large.
机译:本文提出了对诸如示例协方差矩阵的特征值分解构建的低秩(LR)自适应滤波器的干扰加噪声比(SINR)损耗的新近似。这种新结果基于大维制度的分析,即,当尺寸和数据数量往往以相同的速率倾向于无穷大。与以前的作品相比,这种新推导允许我们测量LR贡献附近的自适应滤波器的质量。此外,我们提出了一种新的LR自适应滤波器,我们还在大维制度中得出其SINR损耗近似。我们在干扰应用程序上验证这些结果,并在多输入多个输出空间时间自适应处理应用程序中测试其鲁棒性,其中数据大小很大。

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