The fast householder Bi-SVD subspace tracking algorithm

被引：12

作者：

Strobach, Peter ^{[1
]}

机构：

[1] AST Consulting Inc, D-94133 Rohrnbach, Germany

来源：

SIGNAL PROCESSING | 2008年 / 88卷 / 11期

关键词：

subspace tracking; Bi-SVD; QS-decomposition; householder;

D O I：

10.1016/j.sigpro.2008.05.004

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 [电气工程]; 0809 [电子科学与技术];

摘要：

A new bi-iteration type subspace tracker for updating a rank-r SVD approximant of a time-varying cross-correlation matrix of dimension N x M is introduced. The algorithm is based on updated orthonormal-square (QS) decompositions with row-Householder reflections and attains a dominant: complexity of 3Nr + 3Mr operations per time update, which is the lower bound of dominant complexity for an algorithm of this kind. A closed form quasicode listing of the algorithm is provided. Computer experiments validate the theoretical results. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2651 / 2661

页数：11

共 10 条

[1]

BAUER FL, 1957, Z ANGEW MATH PHYS, V8, P214, DOI DOI 10.1007/BF01600502

[2]

BLOCK RLS USING ROW HOUSEHOLDER REFLECTIONS [J].