Prior Knowledge Optimum Understanding by Means of Oblique Projectors and Their First Order Derivatives

International audienceRecently, an optimal Prior-knowledge method for DOA estimation has been proposed. This method solely estimates a subset of DOA's accounting known ones. The global idea is to maximize the orthogonal-ity between an estimated signal subspace and noise subspace by constraining the orthogonal noise-made projector to only project onto the desired unknown signal subspace. As it could be surprising, no deflation process is used for. Understanding how it is made possible needs to derive the variance for the DOA estimates. During the derivation, oblique projection operators and their first order derivatives appear and are needed. Those operators show in consequence how the optimal Prior-knowledge criterion can focus only on DOA's of interest and how the optimality is reached

Sparse-Based Estimation Performance for Partially Known Overcomplete Large-Systems

We assume the direct sum o for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace and the goal is to estimate the LA am- plitudes corresponding to subspace . Taking into account the knowledge of the orthogonal "interfering" subspace \perp, the Bayesian estimation lower bound is de- rivedfortheLA-sparsevectorinthedoublyasymptoticscenario,i.e. N,LA,LB -> \infty with a finite asymptotic ratio. By jointly exploiting the Compressed Sensing (CS) and the Random Matrix Theory (RMT) frameworks, closed-form expressions for the lower bound on the estimation of the non-zero entries of a sparse vector of interest are derived and studied. The derived closed-form expressions enjoy several interesting features: (i) a simple interpretable expression, (ii) a very low computational cost especially in the doubly asymptotic scenario, (iii) an accurate prediction of the mean-square-error (MSE) of popular sparse-based estimators and (iv) the lower bound remains true for any amplitudes vector priors. Finally, several idealized scenarios are compared to the derived bound for a common output signal-to-noise-ratio (SNR) which shows the in- terest of the joint estimation/rejection methodology derived herein.Comment: 10 pages, 5 figures, Journal of Signal Processin