Subspace tracking in low-rank real-time systems

DOI10.1016/j.amc.2005.04.072zbMath1088.65038OpenAlexW2058552603MaRDI QIDQ2489481

Hasan Erbay

Publication date: 28 April 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.04.072

zbMATH Keywords

algorithmnumerical resultssingular value decompositionexponential window methodsubspace estimationmodifying decompositiontruncated ULV decomposition

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55)

Cites Work

• An efficient rank detection procedure for modifying the ULV decomposition
• A modified Gram--Schmidt-based downdating technique for ULV decompositions with applications to recursive TLS problems
• An algorithm and stability theory for downdating the ULV decomposition
• Solution of linear algebraic systems with rectangular matrices
• Modifiable low-rank approximation to a matrix
• Downdating the Singular Value Decomposition
• Updating a Rank-Revealing ULV Decomposition
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• The Rotation of Eigenvectors by a Perturbation. III
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