• DocumentCode
    3243307
  • Title

    Efficient tracking of time-varying signal subspaces

  • Author

    Davila, C.E. ; Mobin, M.S.

  • Author_Institution
    Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
  • Volume
    5
  • fYear
    1992
  • fDate
    23-26 Mar 1992
  • Firstpage
    133
  • Abstract
    An algorithm for tracking d principal eigenvectors of an M-dimensional sample data covariance matrix is described. This algorithm requires O(Md2) multiplications per iteration yet has performance comparable to algorithms having O (M2d2) complexity. A proof of the algorithm´s convergence is given along with the results of several computer simulations
  • Keywords
    matrix algebra; signal processing; tracking; algorithm; computer simulations; convergence; multiplications; sample data covariance matrix; signal processing; time-varying signal subspaces; Computational complexity; Convergence; Covariance matrix; Eigenvalues and eigenfunctions; Kalman filters; Performance gain; Polynomials; Signal processing; Signal processing algorithms; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
  • Conference_Location
    San Francisco, CA
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-0532-9
  • Type

    conf

  • DOI
    10.1109/ICASSP.1992.226640
  • Filename
    226640
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3243307