Title :
The generalized Rayleigh´s quotient adaptive noise subspace algorithm: a householder transformation-based implementation
Author_Institution :
Electr. & Comput. Eng. Dept., Nat. Univ. of Singapore
Abstract :
Recently, we proposed a low-cost adaptive algorithm for noise (or minor) subspace estimation based on the generalized Rayleigh´s quotient. In this paper, we show how to numerically stabilize this algorithm using Householder transformation without incurring any significant increase in its computational complexity. Simulation results are given to validate this new algorithm
Keywords :
adaptive estimation; signal processing; Householder transformation; OJA algorithm; Rayleigh quotient; adaptive noise subspace algorithm; computational complexity; noise subspace estimation; numerical stability; AWGN; Adaptive algorithm; Additive white noise; Computational complexity; Computational modeling; Eigenvalues and eigenfunctions; Gaussian noise; Helium; Minimization; Stability; Numerical stability; OJA algorithm; Rayleigh´s quotient; subspace estimation;
Journal_Title :
Circuits and Systems II: Express Briefs, IEEE Transactions on
DOI :
10.1109/TCSII.2005.854587
