Fast algorithms for updating signal subspaces
DOI10.1109/82.318942zbMath0832.65149MaRDI QIDQ4849380
Hongyuan Zha, Guang-Han Xu, Gene H. Golub, Thomas Kailath
Publication date: 5 March 1996
Published in: IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/82.318942
noise; computational complexity; singular value decomposition; Lanczos algorithm; eigendecomposition; signal estimation and detection; updating signal subspaces
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
60G35: Signal detection and filtering (aspects of stochastic processes)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
65Y20: Complexity and performance of numerical algorithms
65C99: Probabilistic methods, stochastic differential equations
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