Digital Signal Processing Reference
In-Depth Information
Choose d mq 's to minimize J . We must have
J
=,
0
(2.53)
d
mq
ˆ
d
=
mq
d
mq
which leads to
Q
P
1
T
1
T
1
∑∑ ∑ ()()
q
 =
d
( ) = ()()
j
unune
α−
α
n
j
nu ne
α
n
m
m
y
.
m
(2.54)
mq
′′
q
q
q
′= ′=
1
m
0
n
=
0

n
0


=
: g
mq
Define
1
1
1

1
e
j
α
e
j
α
L
1
1
V :=
,
(2.55)

j
α
j
α
L
1
e
e
P
1
P
1
T
H
T
T
H
H
Dd d
:= ,, , :=, ,
D
D
D
 ,
(2.56)
m
m
1
mQ
0
P
1
T
H
:= () ,, ()
, :=, ,
T
T
H
H
Hh
l
h
l
H
H
H
 ,
(2.57)
l
1
Q
0
L
(
) ⊗.
C:=
diag c
,,
VI
c P
(2.58)
0
NQ
By the definition of d mq in (2.56), it then follows that
CH =.
(2.59)
It is shown in [57] that if P L + 1, rank ( C ) = NQ ( L + 1). Hence, we can determine the
h q ( l )'s uniquely by using the estimates of d mq 's.
Define D ˆ as in (2.56) with d mq replaced with ˆ mq , and similarly define G as in (2.56)
with d mq replaced with g mq . Then (2.54) leads to
Ψ ( ) =
ˆ DG,
(2.60)
I
N
where the entries of the PQ × PQ matrix Ψ are ( m , m ′ = 0, 1; , P - 1, q , q ′ = 1, 2, , Q )
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