ONLINE SUBSPACE ESTIMATION USING A SCHUR-TYPE METHOD

Authors
GOTZE J VANDERVEEN AJ
Citation
J. Gotze et Aj. Vanderveen, ONLINE SUBSPACE ESTIMATION USING A SCHUR-TYPE METHOD, IEEE transactions on signal processing, 44(6), 1996, pp. 1585-1589
Citations number
13
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
44
Issue
6
Year of publication
1996
Pages
1585 - 1589
Database
ISI
SICI code
1053-587X(1996)44:6<1585:OSEUAS>2.0.ZU;2-3
Abstract
A recently developed Schur-type matrix approximation technique is appl ied to subspace estimation. The method is applicable if an upper bound of the noise level is approximately known. The main feature of the al gorithm is that updating and downdating is straightforward and efficie nt and that the subspace dimension is elegantly tracked as well.