A second order recursive algorithm for subspace tracking

Author

Andersson, Åke ; Broman, Holger

Author_Institution

Dept. of Appl. Electron., Chalmers Univ. of Technol., Goteborg, Sweden

Volume

5

fYear

1996

fDate

7-10 May 1996

Firstpage

2563

Abstract

In the present paper a second order recursive algorithm for subspace tracking is proposed. The tracking capabilities of the proposed algorithm is demonstrated via some simulation examples and the algorithm is compared with the corresponding first order algorithm. The proposed algorithm has good tracking capabilities, such as smooth behavior of the trajectories and fast adaptation. The proposed algorithm has the same computational complexity as has the first order algorithm, but some extra memory storage is required

Keywords

Gaussian noise; computational complexity; frequency estimation; recursive estimation; spectral analysis; tracking; white noise; Gaussian noise; computational complexity; fast adaptation; frequency estimation; second order recursive algorithm; signal processing; sinusoids; smooth behavior; spectral analysis; subspace tracking; trajectories; white noise; Computational complexity; Computational modeling; Covariance matrix; Frequency estimation; Multiple signal classification; Paper technology; Resonance light scattering; Signal processing; Spatial resolution; Trajectory;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on

Conference_Location

Atlanta, GA

ISSN

1520-6149

Print_ISBN

0-7803-3192-3

Type

conf

DOI

10.1109/ICASSP.1996.547987

Filename

547987