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A sliding window update for the basis matrix of the QR decomposition

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3 Author(s)
M. P. Mahon ; Pennsylvania State Univ., State College, PA, USA ; L. H. Sibul ; H. M. Valenzuela

A method of updating the unitary basis matrix for QR decomposition by applying a sliding window to the input data is presented. The basis matrix update allows the recursive update to be applied to problems which require the tracking of a basis set, and the sliding-window feature gives this alternative update a superior nonstationary performance characteristic

Published in:

IEEE Transactions on Signal Processing  (Volume:41 ,  Issue: 5 )