ON UPDATING SIGNAL SUBSPACES

被引:66
作者
BISCHOF, CH [1 ]
SHROFF, GM [1 ]
机构
[1] RENSSELAER POLYTECH INST,DEPT COMP SCI,TROY,NY 12180
关键词
D O I
10.1109/78.157185
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 ; 0809 ;
摘要
We develop an algorithm for adaptively estimating the noise subspace of a data matrix, as is required in signal processing applications employing the "signal subspace" approach. The noise subspace is estimated using a rank-revealing QR factorization instead of the more expensive singular value or eigenvalue decompositions. Using incremental condition estimation to monitor the smallest singular values of triangular matrices, we can update the rank-revealing triangular factorization inexpensively when new rows are added and old rows are deleted. Experiments demonstrate that the new approach usually requires O(n2) work to update an n x n matrix, and accurately tracks the noise subspace.
引用
收藏
页码:96 / 105
页数:10
相关论文
共 39 条
[1]   ANALYSIS OF A RECURSIVE LEAST-SQUARES HYPERBOLIC ROTATION ALGORITHM FOR SIGNAL-PROCESSING [J].
ALEXANDER, ST ;
PAN, CT ;
PLEMMONS, RJ .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1988, 98 :3-40
[2]  
[Anonymous], 1988, MODERN SPECTRAL ESTI
[3]   INCREMENTAL CONDITION ESTIMATION [J].
BISCHOF, CH .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1990, 11 (02) :312-322
[4]  
BISCHOF CH, 1989, MCSP1000989 MATH COM
[5]   A NOTE ON DOWNDATING THE CHOLESKY FACTORIZATION [J].
BOJANCZYK, AW ;
BRENT, RP ;
VANDOOREN, P ;
de Hoog, FR .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1987, 8 (03) :210-221
[6]   STABILIZED HYPERBOLIC HOUSEHOLDER TRANSFORMATIONS [J].
BOJANCZYK, AW ;
STEINHARDT, AO .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1989, 37 (08) :1286-1288
[7]   RANK-ONE MODIFICATION OF SYMMETRIC EIGENPROBLEM [J].
BUNCH, JR ;
NIELSEN, CP ;
SORENSEN, DC .
NUMERISCHE MATHEMATIK, 1978, 31 (01) :31-48
[8]  
BUSINGER P. A., 1965, NUMER MATH, V7, P269, DOI DOI 10.1007/BF01436084
[9]   REGRESSION UPDATING [J].
CHAMBERS, JM .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (336) :744-748
[10]   RANK REVEALING QR FACTORIZATIONS [J].
CHAN, TF .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1987, 88-9 :67-82