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
Link To Document