This paper introduces a cross-spectral metric for subspace selection and rank reduction in partially adaptive minimum variance array processing. The counter-intuitive result that it is suboptimal to perform rank reduction via the selection of the subspace formed by the principal eigenvectors of the array covariance matrix is demonstrated. A cross-spectral metric is shown to be the optimal criterion for reduced-rank Wiener filtering.
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Goldstein et al. (1997) studied this question.
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