Accession Number:

ADA210054

Title:

Studies in Statistical Signal Processing

Descriptive Note:

Final technical rept. 1 Jul 1983-30 Jun 1988

Corporate Author:

STANFORD UNIV CA INFORMATION SYSTEMS LAB

Personal Author(s):

Report Date:

1988-06-30

Pagination or Media Count:

21.0

Abstract:

The primary objective of our research is to develop efficient and numerically stable algorithms for nonstationary signal processing problems by understanding and exploiting special structures, both deterministic and stochastic, in the problems. We also strive to establish and broaden links with related disciplines, such as cascade filter synthesis, scattering theory, numerical linear algebra, and mathematical operator theory for the purpose of cross fertilization of ideas and techniques. These explorations have led to new results both in estimation theory and in these other fields, e.g., to new algorithms for triangular and QR factorization of structured matrices, new techniques for root location and stability testing, new recursions for orthogonal polynomials on the unit circle and the real line as well as on other curves, and new approaches to overcome singularities and ill-conditioning in the recursions.

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE