Digital Signal Processing Reference
In-Depth Information
where A is the full banded Toeplitz matrix of channel coe cients given in Eq.
(8.2). This is a P
M matrix, where P = M + L .
We now define certain submatrices of A which are important for further
discussions. Let A K denote the submatrix obtained by keeping the top K rows
of A . For K
×
M the matrix A K has full rank M (assuming c (0)
=0). For
example, with M = 3 and L =2wehave
c (0)
0
0
c (0)
, A 4 =
c (0)
0
0
0
0
c (1)
c (0)
0
c (1)
c (0)
0
A 3 =
c (1)
c (0)
0
, A 5 =
c (2)
c (1)
c (0)
.
c (2)
c (1)
c (0)
c (2)
c (1)
c (0)
0
c (2)
c (1)
0
c (2)
c (1)
0
0
c (2)
(8 . 19)
Note the following properties of these matrices:
1.
A K is lower triangular and Toeplitz for all K.
2. For K = M the matrix A K is also a square matrix.
3. For K = P the matrix A K is full banded Toeplitz.
Note from Eq. (8.18) that we also have
y K ( n )= A K s ( n )+ q K ( n ) ,
(8 . 20)
where y K ( n ) contains the first K components of y ( n ) , and q K ( n )containsthe
first K components of q ( n ) . For K
M, since A K has full rank, it has a left
inverse. Letting A K
denote the minimum-norm left inverse as usual, we have
A K y K ( n )= s ( n )+ A K q K ( n ) .
(8 . 21)
Proceeding as in the derivation of Eq. (8.6) we conclude again that
E reco,K = σ q A K 2 ,
(8 . 22)
where the subscript K is a reminder that we have retained K components of the
output vector y ( n ) in the reconstruction of s ( n ). Since we can write
A K +1 = A K
×
it follows that the minimum-norm left inverse of A K +1 has a smaller Frobenius
norm than A K (Lemma 8.1). This shows that
E reco,K +1 ≤E reco,K
for fixed M. That is, the reconstruction error (8.22) can only improve as K
increases. As we make A K taller and taller, that is, as we use more and more
output samples from the block y ( n ), the effect of channel noise becomes smaller.
This is intuitively obvious as well.
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