In this paper, we propose new accelerated update rules for rank-constrained spatial covariance model estimation, which efficiently extracts a directional target source in diffuse background noise. The naive update rule requires heavy computation such as matrix inversion or matrix multiplication. We resolve this problem by expanding matrix inversion to reduce computational complexity; in the parameter update step, we need neither matrix inversion nor multiplication. In an experiment, we show that the proposed accelerated update rule achieves 87 times faster calculation than the naive one.
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Department of Applied Mathematics, Beijing Jiaotong University, BeijingDepartment of Applied Mathematics, Beijing Jiaotong University, Beijing
Zhou S.-L.
Xiu N.-H.
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Department of Applied Mathematics, Beijing Jiaotong University, BeijingDepartment of Applied Mathematics, Beijing Jiaotong University, Beijing
Xiu N.-H.
Luo Z.-Y.
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State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, BeijingDepartment of Applied Mathematics, Beijing Jiaotong University, Beijing
Luo Z.-Y.
Kong L.-C.
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Department of Applied Mathematics, Beijing Jiaotong University, BeijingDepartment of Applied Mathematics, Beijing Jiaotong University, Beijing
机构:
King Abdullah Univ Sci & Technol, Stat Program, Thuwal 23955, Saudi ArabiaKing Abdullah Univ Sci & Technol, Stat Program, Thuwal 23955, Saudi Arabia
Chen, Sihan
Abdulah, Sameh
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King Abdullah Univ Sci & Technol, Extreme Comp Res Ctr ECRC, Thuwal, Saudi ArabiaKing Abdullah Univ Sci & Technol, Stat Program, Thuwal 23955, Saudi Arabia
Abdulah, Sameh
Sun, Ying
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King Abdullah Univ Sci & Technol, Stat Program, Thuwal 23955, Saudi Arabia
King Abdullah Univ Sci & Technol, Extreme Comp Res Ctr ECRC, Thuwal, Saudi ArabiaKing Abdullah Univ Sci & Technol, Stat Program, Thuwal 23955, Saudi Arabia
Sun, Ying
Genton, Marc G.
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King Abdullah Univ Sci & Technol, Stat Program, Thuwal 23955, Saudi Arabia
King Abdullah Univ Sci & Technol, Extreme Comp Res Ctr ECRC, Thuwal, Saudi ArabiaKing Abdullah Univ Sci & Technol, Stat Program, Thuwal 23955, Saudi Arabia