Fast orthogonal iteration adaptive algorithms for the generalized symmetric eigenproblem

DOI10.1109/78.735309zbMath0987.94009OpenAlexW2142000331MaRDI QIDQ2724223

Peter Strobach

Publication date: 24 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.735309

zbMATH Keywords

subspace methodsadaptive filteringspectral estimationfrequency estimationQR factorizationsequential orthogonal iteration updating algorithmstime-varying generalized symmetric eigenproblem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (1)

The fast recursive row-Householder subspace tracking algorithm

This page was built for publication: Fast orthogonal iteration adaptive algorithms for the generalized symmetric eigenproblem