On the issue of rank estimation in subspace tracking: The NA-CSVD solution

The issue of rank estimation in subspace tracking algorithms is adressed. In a recent paper, we proposed a subspace tracking algorithm, the NA-CSVD. We now extend the performance of NA-CSVD to rank tracking by coupling it with a recently proposed rank tracking technique. The paper includes an overview of typical rank+subspace tracking algorithms which, along with our proposed algorithm, are tested in various simulation scenarios. The new algorithm tracks efficiently the rank and the signal subspace.