A SLIDING WINDOW UPDATE FOR THE BASIS MATRIX OF THE QR-DECOMPOSITION

Authors
MAHON MP SIBUL LH VALENZUELA HM
Citation
Mp. Mahon et al., A SLIDING WINDOW UPDATE FOR THE BASIS MATRIX OF THE QR-DECOMPOSITION, IEEE transactions on signal processing, 41(5), 1993, pp. 1951-1953
Citations number
15
Categorie Soggetti
Acoustics
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
41
Issue
5
Year of publication
1993
Pages
1951 - 1953
Database
ISI
SICI code
1053-587X(1993)41:5<1951:ASWUFT>2.0.ZU;2-F
Abstract
This correspondence presents a new method of updating the unitary basi s matrix for the QR decomposition by applying a sliding window to the input data. The basis matrix update allows the recursive update to be applied to problems which require the tracking of a basis set while th e sliding window feature gives this alternative update a superior nons tationary performance characteristic.