Bi-iteration multiple invariance subspace tracking and adaptive ESPRIT

A class of adaptive bi-iteration SVD (Bi-SVD) algorithms for tracking structured subspaces of the form [GRAPHICS] is introduced, where E is an N x r, N greater than or equal to r orthonormal core basis matrix, and Psi(1), Psi(2), ..., Psi(n-1) is a set of r x r subrotors. Structured subspaces of this kind arise in all forms of multiple invariance (MI) techniques, such as MI-ESPRIT, An adaptive MI-ESPRIT algorithm using Bi-SVD MI subspace tracking is developed. Computer experiments validate the theoretical results.