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Filtering and frequency estimation using perturbation formulas

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1 Author(s)
MacInnes, C.S. ; Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA

A new method for updating the SVD is introduced, based on perturbation formulas. The complexity of the method is O(n2). Applications are made to frequency estimation and filtering

Published in:

Signal Processing, IEEE Transactions on  (Volume:44 ,  Issue: 1 )