AN ADAPTIVE UNIT NORM FILTER WITH APPLICATIONS TO SIGNAL ANALYSIS AND KARHUNEN-LOEVE TRANSFORMATIONS

被引:23
作者
REGALIA, PA
机构
[1] Department of Electronics and Communications, Institut National des Telecommunications
来源
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS | 1990年 / 37卷 / 05期
关键词
D O I
10.1109/31.55009
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
An adaptive unit norm filter based on planar rotators, which offers a simpler implementation and better sensitivity properties than the transversal filter version, is proposed. By connecting the filter structure with the Schur eigenvalue deflation procedure, a triangular array is then developed that adaptively estimates all the eigenvalues and eigenvectors of the input signal autocorrelation matrix; the converged triangular array thus realizes the Karhunen-Loeve transformation of the input signal. The signal operations are all orthogonal, resulting in robust numerical behavior. © 1990 IEEE
引用
收藏
页码:646 / 649
页数:4
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