Sliding window adaptive SVD using the unsymmetric Householder partial compressor

DOI10.1016/J.SIGPRO.2009.07.002zbMATH Open1177.94073OpenAlexW2056763393MaRDI QIDQ1048818FDOQ1048818

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

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zbMATH Keywords

Householderreorthonormalizationadaptive SVDsliding window subspace tracking

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Hyperbolic householder transformations
• The fast recursive row-Householder subspace tracking algorithm
• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• Sliding Window Adaptive SVD Algorithms
• The fast Householder bi-SVD subspace tracking algorithm
• Square-root Householder subspace tracking
• The Householder compressor theorem and its application in subspace tracking
• Square Hankel SVD subspace tracking algorithms
• The QS-Householder Sliding Window Bi-SVD Subspace Tracker

Cited In (3)

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

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