Recursive Updating the Eigenvalue Decomposition of a Covariance Matrix

IEEE Transactions on Signal Processing

Volumn 39, Issue 5, 1991, Pages 1136-1145

  Yu, Kai Bor ^a  

^a GENERAL ELECTRIC COMPANY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DIRECTION FINDING SYSTEMS; MATHEMATICAL STATISTICS - RANDOM NUMBER GENERATION; MATHEMATICAL TECHNIQUES - EIGENVALUES AND EIGENFUNCTIONS; SPECTRUM ANALYSIS;

ADAPTIVE SIGNAL PROCESSING; COVARIANCE MATRIX; EIGENVALUE DECOMPOSITION; HERMITIAN MATRIX; NEWTON METHOD; SPECTRUM SLICING THEOREM;

SIGNAL PROCESSING;

EID: 0026157790     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.80968     Document Type: Article

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