Updating the principal angle decomposition

DOI10.1007/S00211-008-0156-8MaRDI QIDQ938278zbMATH OpenOpenAlexFDO

Authors Peter Strobach

Publication date 18 August 2008

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00211-008-0156-8

zbMATH Keywords

numerical examples

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical optimization and variational techniques (65K10) System identification (93B30) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cites work

• Block RLS using row Householder reflections
• Canonical coordinates and the geometry of inference, rate, and capacity
• Canonical Coordinates are the Right Coordinates for Low-Rank Gauss–Gauss Detection and Estimation
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• Linear prediction theory. A mathematical basis for adaptive systems
• Numerical Methods for Computing Angles Between Linear Subspaces
• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• Square-root Householder subspace tracking
• The fast Householder bi-SVD subspace tracking algorithm
• The fast recursive row-Householder subspace tracking algorithm
• Triangular factors of modified matrices
• Two-channel constrained least squares problems: solutions using power methods and connections with canonical coordinates

Cited in

(2)

• Square-root Householder subspace tracking
• An efficient eigenspace updating scheme for high-dimensional systems

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