Sliding window adaptive SVD using the unsymmetric Householder partial compressor

DOI10.1016/j.sigpro.2009.07.002zbMath1177.94073OpenAlexW2056763393MaRDI QIDQ1048818

Peter Strobach

Publication date: 8 January 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.07.002

zbMATH Keywords

Householderreorthonormalizationadaptive SVDsliding window subspace tracking

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

Blind separation of non-negative source signals using multiplicative updates and subspace projection

Cites Work

• Unnamed Item
• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• The Householder compressor theorem and its application in subspace tracking
• Square Hankel SVD subspace tracking algorithms
• The fast recursive row-Householder subspace tracking algorithm
• The fast Householder bi-SVD subspace tracking algorithm
• Square-root Householder subspace tracking
• Hyperbolic householder transformations
• The QS-Householder Sliding Window Bi-SVD Subspace Tracker
• Sliding Window Adaptive SVD Algorithms

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