Sliding window adaptive SVD using the unsymmetric Householder partial compressor

DOI10.1016/J.SIGPRO.2009.07.002MaRDI QIDQ1048818zbMATH OpenOpenAlexFDO

Authors Peter Strobach

Publication date 8 January 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.07.002

zbMATH Keywords

adaptive SVDHouseholderreorthonormalizationsliding window subspace tracking

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• Hyperbolic householder transformations
• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• Sliding Window Adaptive SVD Algorithms
• Square Hankel SVD subspace tracking algorithms
• Square-root Householder subspace tracking
• The fast Householder bi-SVD subspace tracking algorithm
• The fast recursive row-Householder subspace tracking algorithm
• The Householder compressor theorem and its application in subspace tracking
• The QS-Householder Sliding Window Bi-SVD Subspace Tracker

Cited in

(4)

• The Householder compressor theorem and its application in subspace tracking
• Square Hankel SVD subspace tracking algorithms
• Blind separation of non-negative source signals using multiplicative updates and subspace projection
• The fast Householder bi-SVD subspace tracking algorithm

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