Conference paper

The Effective Rank: A Measure of Effective Dimensionality

Many signal processing algorithms include numerical problems where the solution is obtained by adjusting the value of parameters such that a specific matrix exhibits rank deficiency. Since rank minimization is generally not practicable owing to its integer nature, we propose a real-valued extension that we term effective rank. After proving some of its properties, the effective rank is provided with an operational meaning using a result on the coefficient rate of a stationary random process. Finally, the proposed measure is assessed in a practical scenario and other potential applications are suggested.

    Keywords: NCCR-MICS ; NCCR-MICS/CL1


    • LCAV-CONF-2007-017

    Record created on 2007-08-19, modified on 2016-08-08

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