Fast orthogonal iteration adaptive algorithms for the generalized symmetric eigenproblem

DOI10.1109/78.735309MaRDI QIDQ2724223zbMATH OpenOpenAlexFDO

Authors Peter Strobach

Publication date 24 July 2001

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.735309

zbMATH Keywords

adaptive filteringfrequency estimationQR factorizationsequential orthogonal iteration updating algorithmsspectral estimationsubspace methodstime-varying generalized symmetric eigenproblem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(11)

• Fast recursive orthogonal iteration subspace tracking algorithms and applications
• Fast adaptive eigenvalue decomposition: A maximum likelihood approach
• The fast recursive row-Householder subspace tracking algorithm
• Fast RLS-like algorithm for generalized eigendecomposition and its applications
• An adaptive extraction of generalized eigensubspace by using exact nested orthogonal complement structure
• scientific article; zbMATH DE number 5732702 (Why is no real title available?)
• Globally and Rapidly Convergent Algorithms for Symmetric Eigenproblems
• Smoothing of adaptive eigenvector extraction in nested orthogonal complement structure with minimum disturbance principle
• Robust adaptive modified Newton algorithm for generalized eigendecomposition and its application
• Fast adaptive algorithms using eigenspace projections
• Adaptive algorithms for solving generalized eigenvalue signal enhancement problems

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