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Evaluation of parameters for the minimal polynomial of the signal-correlation matrix of a multichannel adaptive receiving system

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Abstract

The coefficients, roots, and degree of the minimal polynomial of a correlation matrix are evaluated. The degree of the minimal polynomial is used to classify Gaussian processes and to determine the number of signals. Estimates of the reciprocal correlation matrix and the matrix-projector into the noise subspace are constructed in the form of matrix polynomials.

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Authors
  1. V. T. Ermolaev
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Additional information

Science and Research Institute of Radio Engineering, Nizhny Novgorod. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 38, No. 8, pp. 841–859, August, 1995.

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Ermolaev, V.T. Evaluation of parameters for the minimal polynomial of the signal-correlation matrix of a multichannel adaptive receiving system. Radiophys Quantum Electron 38, 551–561 (1995). https://doi.org/10.1007/BF01037705

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  • DOI: https://doi.org/10.1007/BF01037705

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