Title :
A new algorithm for computing the extreme eigenvectors of a complex Hermitian matrix
Author :
Manton, Jonathan H.
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
fDate :
6/23/1905 12:00:00 AM
Abstract :
This paper presents a novel algorithm for computing the eigenvector associated with either the largest or the smallest eigenvalue of a complex Hermitian matrix. This type of algorithm is required for direction of arrival (DOA) and frequency estimation. Necessary and sufficient conditions for convergence are proved, and simulations show the superior performance over traditional methods
Keywords :
Hermitian matrices; convergence of numerical methods; direction-of-arrival estimation; eigenvalues and eigenfunctions; frequency estimation; signal processing; DOA estimation; complex Hermitian matrix; direction of arrival estimation; eigenvalue; extreme eigenvectors; frequency estimation; Australia Council; Computational modeling; Computer networks; Convergence; Cost function; Direction of arrival estimation; Eigenvalues and eigenfunctions; Frequency estimation; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Statistical Signal Processing, 2001. Proceedings of the 11th IEEE Signal Processing Workshop on
Print_ISBN :
0-7803-7011-2
DOI :
10.1109/SSP.2001.955263
