Digital Signal Processing Reference
In-Depth Information
Plugging this solution back into the LS problem, we can first rewrite
C 1 / 2
(
r
M s s
M n ˆ
n )
w
C 1 / 2
C 1 / 2
M n C w M n ) 1 M n C 1
=[
M n (
]
r
w
w
w
C 1 / 2
C 1 / 2
M n C w M n ) 1 M n C 1
[
M n (
]
M s s
w
w
w
P C 1 / 2
=
(
r
M s s )
w
where
C 1 / 2
M n C w M n ) 1 M n C 1 / 2
P =
I
P
,
P
=
M n (
.
w
w
, we can show that P is an orthogonal projection. Hence, also P =
Similar to
˘
P is an orthogonal projection, onto the complement of the range of C 1 / 2
I
M n ,
w
˙
i.e., the weighted range of the noise matrix. If
n is diagonal, this is equivalent to
“projecting out the diagonal”, thus omitting these entries in the WLS fitting. It is
interesting to note that, in current telescopes, the autocorrelations (main diagonal of
R ) are usually not estimated. That fits in very well with this scheme, as the projection
would project them out anyway!
The resulting “compressed” WLS problem is
C 1 / 2
2
ˆ
=
s
(
r
)
arg min
M s
s
s
s
where
C 1 / 2
P C 1 / 2
C 1
=
.
:
w
w
s
(This is with some abuse of notation: C s is singular due to the projection, hence not
invertible. However, we will only need C 1
, and will use the above definition for
s
it.) The solution ˆ
s will be exactly the same as in the original WLS problem ( 27 ) ,
but now it is obtained in two steps: first ˆ
s and then, if required, ˆ
n via ( 31 ) .
As the expression for the compressed problem is very similar to the original WLS
problem, we obtain similar results: the solution is
M s C 1
) 1 M s C 1
ˆ
=(
r
M s
s
s
s
which can also be written as
M 1
ds
M s C 1
M s C 1
s =
ˆ
ds ,
ˆ
M ds =
M s ,
ds =
ˆ
r
.
s
s
M ds is the deconvolution matrix, and ˆ
ds is the WLS dirty image. This time, the
dirty image is really a (vectorized) image, whereas in the previous discussion, the
vector ˆ
d had an image component and a noise component.
The covariance of the image estimate ˆ
s is, using C 1
C w C 1
C 1
s
=
,
s
s
M s C 1
M s ) 1 M s C 1
C 1
s
M s C 1
M s ) 1
M 1
C s =(
(
C w )
M s (
=
ds .
s
s
s
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