Performances analysis of a Givens parametrized adaptive eigenspace algorithm
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Publication:1274867
DOI10.1016/S0165-1684(98)00059-0zbMath0909.93022MaRDI QIDQ1274867
Publication date: 12 January 1999
Published in: Signal Processing (Search for Journal in Brave)
convergence; asymptotic distribution; subspace tracking; Rayleigh quotients; adaptive eigenspace; associated projection matrix estimator; asymptotic covariance of eigenvectors estimator; canonic orthonormal eigenbasis estimator; Givens parametrization; gradient procedure
93B60: Eigenvalue problems
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