Updating the principal angle decomposition

DOI10.1007/s00211-008-0156-8zbMath1146.65055OpenAlexW2021805544MaRDI QIDQ938278

Peter Strobach

Publication date: 18 August 2008

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-008-0156-8

zbMATH Keywords

numerical examples

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) System identification (93B30) Identification in stochastic control theory (93E12) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (1)

Square-root Householder subspace tracking

Cites Work

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• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• Linear prediction theory. A mathematical basis for adaptive systems
• Block RLS using row Householder reflections
• The fast recursive row-Householder subspace tracking algorithm
• The fast Householder bi-SVD subspace tracking algorithm
• Square-root Householder subspace tracking
• Triangular factors of modified matrices
• Canonical Coordinates are the Right Coordinates for Low-Rank Gauss–Gauss Detection and Estimation
• Numerical Methods for Computing Angles Between Linear Subspaces
• Canonical coordinates and the geometry of inference, rate, and capacity
• Two-channel constrained least squares problems: solutions using power methods and connections with canonical coordinates

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