Square Hankel SVD subspace tracking algorithms

DOI10.1016/S0165-1684(96)00182-XzbMath1005.94505MaRDI QIDQ1391827

Peter Strobach

Publication date: 23 July 1998

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

zbMATH Keywords

adaptive filteringHankel matrixsubspace trackingtime-series analysislow rank processingsingular-value decomposition subspace tracking algorithms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Square-root Householder subspace tracking ⋮ Hankel determinants and Jacobi continued fractions for \(q\)-Euler numbers ⋮ The fast recursive row-Householder subspace tracking algorithm ⋮ Sliding window adaptive SVD using the unsymmetric Householder partial compressor

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