Title :
Filtering and frequency estimation using perturbation formulas
Author :
MacInnes, Craig S.
Author_Institution :
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
fDate :
1/1/1996 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
