Fast algorithms for updating signal subspaces

DOI10.1109/82.318942MaRDI QIDQ4849380zbMATH OpenOpenAlexFDO

Authors Guang-Han Xu, Hongyuan Zha, Gene H. Golub, T. Kailath

Publication date 5 March 1996

Published in IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/82.318942

zbMATH Keywords

computational complexityeigendecompositionLanczos algorithmnoisesignal estimation and detectionsingular value decompositionupdating signal subspaces

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Complexity and performance of numerical algorithms (65Y20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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