Title :
Numerically stable fast sequential calculation for projection approximation subspace tracking
Author :
Lee, Juyul ; Bae, Kyung-Bin
Author_Institution :
Agency for Defense Dev., Chungnam, South Korea
Abstract :
PAST algorithm was developed for subspace tracking from the unconstrained minimization, which resulted in the formula as for RLS adaptive filter with matrix inversion lemma. This paper considers the problem of sequential updating for tracking subspace, which is similar to FTF-type for RLS filtering. It is shown that the algorithm has very low complexity, and the performance is investigated through computer simulations. Examples will be given for frequency tracking via ESPRIT
Keywords :
adaptive filters; least squares approximations; recursive filters; tracking; PAST algorithm; RLS adaptive filter; complexity; fast sequential calculation; frequency tracking; matrix inversion lemma; projection approximation subspace tracking; unconstrained minimization; Adaptive filters; Approximation algorithms; Computer simulation; Direction of arrival estimation; Electronic mail; Filtering; Frequency; Minimization methods; Resonance light scattering; Signal processing algorithms;
Conference_Titel :
Circuits and Systems, 1999. ISCAS '99. Proceedings of the 1999 IEEE International Symposium on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-5471-0
DOI :
10.1109/ISCAS.1999.778888
