Em. Dowling et al., A TQR-ITERATION BASED ADAPTIVE SVD FOR REAL-TIME ANGLE AND FREQUENCY TRACKING, IEEE transactions on signal processing, 42(4), 1994, pp. 914-926
The transposed QR (TQR) iteration is a square root version of the symm
etric QR iteration. The TQR algorithm converges directly to the singul
ar value decomposition (SVD) of a matrix and was originally derived to
provide a means to identify and reduce the effects of outliers for ro
bust SVD computation. This paper extends the TQR algorithm to incorpor
ate complex data and weighted norms, formulates a TQR-iteration based
adaptive SVD algorithm, develops a real time systolic architecture, an
d analyzes performance. The applications of high resolution angle and
frequency tracking are developed and the updating scheme is so tailore
d. A deflation mechanism reduces both the computational complexity of
the algorithm and the hardware complexity of the systolic architecture
, making the method ideal for real time applications. Simulation resul
ts demonstrate the performance of the method and compare it to existin
g SVD tracking schemes. The results show that the method is exceptiona
l in terms of performance to cost ratio and systolic implementation.