Abstract:In this paper, we focus on the problem of low rank signal subspace estimation. Specifically, we derive new subspace estimator using the Bayesian minimum mean square distance formulation. This approach is useful to overcome the issues of low sample support and/or low signal to noise ratio. In order to be robust to various signal distributions, the proposed Bayesian estimator is derived for a model of sources plus outliers, following both a compound Gaussian distribution. In addition, the commonly assumed comple… Show more
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