Simultaneous Schur decomposition of several nonsymmetric matricesto achieve automatic pairing in multidimensional harmonic retrievalproblems

  • Authors:
  • M. Haardt;J.A. Nossek

  • Affiliations:
  • Siemens AG, Munich;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1998

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Abstract

This paper presents a new Jacobi-type method to calculate a simultaneous Schur decomposition (SSD) of several real-valued, nonsymmetric matrices by minimizing an appropriate cost function. Thereby, the SSD reveals the “average eigenstructure” of these nonsymmetric matrices. This enables an R-dimensional extension of Unitary ESPRIT to estimate several undamped R-dimensional modes or frequencies along with their correct pairing in multidimensional harmonic retrieval problems. Unitary ESPRIT is an ESPRIT-type high-resolution frequency estimation technique that is formulated in terms of real-valued computations throughout. For each of the R dimensions, the corresponding frequency estimates are obtained from the real eigenvalues of a real-valued matrix. The SSD jointly estimates the eigenvalues of all R matrices and, thereby, achieves automatic pairing of the estimated R-dimensional modes via a closed-form procedure that neither requires any search nor any other heuristic pairing strategy. Moreover, we describe how R-dimensional harmonic retrieval problems (with R⩾3) occur in array signal processing and model-based object recognition applications