Perturbation expansions of signal subspaces for long signals

  title={Perturbation expansions of signal subspaces for long signals},
  author={V. Nekrutkin},
  journal={arXiv: Numerical Analysis},
  • V. Nekrutkin
  • Published 2010
  • Mathematics
  • arXiv: Numerical Analysis
Singular Spectrum Analysis and many other subspace-based methods of signal processing are implicitly relying on the assumption of close proximity of unperturbed and perturbed signal subspaces extracted by the Singular Value Decomposition of special "signal" and "perturbed signal" matrices. In this paper, the analysis of the main principal angle between these subspaces is performed in terms of the perturbation expansions of the corresponding orthogonal projectors. Applicable upper bounds are… Expand

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