Real-time tracking of nonstationary signals using the Jacobi SVD algorithm

Author

Lorenzelli, F. ; Yao, K.

Author_Institution

Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA

fYear

1995

fDate

17-22 Sep 1995

Firstpage

120

Abstract

We consider real-time nonparametric algorithms for nonstationarity detection and SVD updating based on Jacobi rotations. We propose two schemes which improve the overall performance when the rate of change of the data is high. In the “variable rotational rate” scheme, the number of Jacobi rotations per update is dynamically determined. In the “variable forgetting factor” approach, the effective width of the observation adjusts to the data nonstationarity

Keywords

Jacobian matrices; signal detection; singular value decomposition; tracking; Jacobi SVD algorithm; Jacobi rotations; SVD updating; data nonstationarity; nonstationarity detection; nonstationary signals; observation width; performance; real-time nonparametric algorithms; real-time tracking; variable forgetting factor; variable rotational rate; Adaptive signal processing; Application specific integrated circuits; Change detection algorithms; Computer architecture; Direction of arrival estimation; Jacobian matrices; Signal processing algorithms; Speech; Vectors; Virtual manufacturing;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on

Conference_Location

Whistler, BC

Print_ISBN

0-7803-2453-6

Type

conf

DOI

10.1109/ISIT.1995.531324

Filename

531324