DocumentCode
341784
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
Volume
3
fYear
1999
fDate
36342
Firstpage
484
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ISCAS.1999.778888
Filename
778888
Link To Document