In a digital signal processor (DSP), input data is configured as a data
matrix comprising data samples collected from an input signal. A weight
vector is applied to the matrix, where the weight vector comprises three
parts including (a) a rank reduction transformation produced by
decomposition of data samples in a multistage Wiener filter having a
plurality of stages, each stage comprising projection onto two subspaces.
Each subsequent stage comprises projecting data transformed by the
preceding second subspace onto each of a first subspace comprising a
normalized cross-correlation vector at the previous stage and a second
subspace comprising the null space of the normalized cross-correlation
vector of the current stage, to form a reduced rank data matrix. Part (b)
of the weight vector comprises minimizing mean squared error in the
reduced rank data space. The output is a linear estimate of input data.