Subspace tracking in low-rank real-time systems

DOI10.1016/J.AMC.2005.04.072MaRDI QIDQ2489481zbMATH OpenOpenAlexFDO

Authors Hasan Erbay

Publication date 28 April 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.04.072

zbMATH Keywords

numerical resultssingular value decompositionalgorithmexponential window methodsubspace estimationmodifying decompositiontruncated ULV decomposition

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Discrete-time control/observation systems (93C55)

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Cites work

• scientific article; zbMATH DE number 1058086 (Why is no real title available?)
• scientific article; zbMATH DE number 1058087 (Why is no real title available?)
• A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems
• An algorithm and stability theory for downdating the ULV decomposition
• An efficient rank detection procedure for modifying the ULV decomposition
• Downdating the Singular Value Decomposition
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Modifiable low-rank approximation to a matrix
• Solution of linear algebraic systems with rectangular matrices
• The Rotation of Eigenvectors by a Perturbation. III
• Updating a Rank-Revealing ULV Decomposition

Cited in

(9)

• An algorithm for rank estimation and subspace tracking
• Online Tracking of Linear Subspaces
• Cumulant-based subspace tracking
• Provable Subspace Tracking From Missing Data and Matrix Completion
• An efficient algorithm for rank and subspace tracking
• A time-varying Newton algorithm for adaptive subspace tracking
• Stable Subspace Tracking Algorithm Based on a Signed URV Decomposition
• Application of degenerate perturbation theory to subspace tracking
• Fast approximated power iteration subspace tracking

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