• DocumentCode
    1245960
  • Title

    Filtering and frequency estimation using perturbation formulas

  • Author

    MacInnes, Craig S.

  • Author_Institution
    Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
  • Volume
    44
  • Issue
    1
  • fYear
    1996
  • fDate
    1/1/1996 12:00:00 AM
  • Firstpage
    139
  • Lastpage
    142
  • Abstract
    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
  • Keywords
    computational complexity; filtering theory; frequency estimation; perturbation techniques; signal reconstruction; singular value decomposition; tracking; SVD; computational complexity; filtering; frequency estimation; perturbation formulas; subspace tracking problem; Eigenvalues and eigenfunctions; Filtering; Filters; Frequency estimation; Gaussian noise;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.482023
  • Filename
    482023