Referenced Items are not available for this document.
This correspondence introduces a novel class of so-called subspace tracking algorithms applicable to, for example, sensor array signal processing. The basic idea pursued in this correspondence is to reduce the amount of computations required for an exact SVD update, applying a perturbation-like strategy, which is interpreted as an approximation of a noise subspace. An interesting property of the derived algorithms is that they can be applied to SVD updating of both auto- and cross-covariance matrices
Published in:
Signal Processing, IEEE Transactions on
(Volume:48
,
Issue:
11
)
Date of Publication: Nov 2000
- Page(s):
- 3231 - 3235
- ISSN :
- 1053-587X
- INSPEC Accession Number:
- 6753295
- Digital Object Identifier :
- 10.1109/78.875479
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Nov 2000
- Sponsored by :
- IEEE Signal Processing Society
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