An adaptive unit norm filter with applications to signal analysis and Karhunen-Loeve transformations

An adaptive unit norm filter based on planar rotators, which offers a simpler implementation and better sensitivity properties than the transversal filter version, is proposed. By connecting the filter structure with the Schur eigenvalue deflation procedure, a triangular array is developed that adaptively estimates all the eigenvalues and eigenvectors of the input signal autocorrelation matrix; the converged triangular array thus realizes the Karhunen-Loeve transformation of the input signal. The signal operations are all orthogonal, resulting in robust numerical behavior.<
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