On recursive representation of optimum projection matrix

Norisato Suga, Toshihiro Furukawa

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)


In this letter, we show the recursive representation of the optimum projection matrix. The recursive representation of the orthogonal projection and oblique projection have been done in past references. These projections are optimum when the noise is only characterized by the white noise or the structured noise. However, in some practical applications, a desired signal is deteriorated by both the white noise and structured noise. In this situation, the optimum projection matrix has been given by Behrens. For this projection matrix, the recursive representation has not been done. Therefore, in this letter, we propose the recursive representation of this projection matrix.

Original languageEnglish
Pages (from-to)412-416
Number of pages5
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Issue number1
Publication statusPublished - 2016 Jan
Externally publishedYes


  • Matrix inversion lemma
  • Oblique projection
  • Optimum projection
  • Orthogonal projection

ASJC Scopus subject areas

  • Signal Processing
  • Computer Graphics and Computer-Aided Design
  • Electrical and Electronic Engineering
  • Applied Mathematics


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