Digital Signal Processing Reference
In-Depth Information
according to the F-norm definition, we have
As X is a
wide-sense stationary stochastic process in the short-time period [0, L - 1],
the autocorrelation of X,
does not depend on the placement of the time
origin, i.e.,
Hence, it is clear that
and
that
Similarly,
we
also
have
Correspondingly, it can be shown that
Meanwhile, we also
know from the above
discussion that
attains its minimum at s = P, and consequently the SNR
of the reconstructed signal
attains its maximum.
4.
THE FCTSVD ALGORITHM
Based on the above discussion, we can formulate the FCTSVD algorithm
for the case of white noise in the following steps.
(1).
Estimate noise vectors W from silence periods in the observed
speech signal.
Form the Hankel matrix
(2).
(3).
(4).
(5).
from the observed signal.
Compute the SVD of
Initialize the order of retained singular values of i.e., s = 0.
Let s = s + 1 and reconstruct the estimated matrix of
using the first s singular values of
Compute the FCF. If s = 1 then return to Step 5 .
(6).
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