An Updating Algorithm for Subspace Tracking

IEEE Transactions on Signal Processing

Volumn 40, Issue 6, 1992, Pages 1535-1541

  Stewart, G W ^a  

^a UNIVERSITY OF MARYLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER METATHEORY - COMPUTATIONAL COMPLEXITY; MATHEMATICAL TECHNIQUES - MATRIX ALGEBRA;

MATRIX DECOMPOSISTION; NULL SPACE; SUBSPACE TRACKING; UPDATING ALGORITHMS; URV DECOMPOSITION;

SIGNAL PROCESSING;

EID: 0026882267     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.139256     Document Type: Article

References (10)

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2. J. R. Bunch and C. P. Nielsen, “Updating the singular value decomposition,” Numer. Math., vol. 31, pp. 111–129, 1978.
3. T. F. Chan, “Rank revealing QR factorizations,” Linear Alg. Its Appl., vol. 88/89, pp. 67–82, 1987.
4. G. H. Golub and C. F. Van Loan, Matrix Computations, 2nd ed. Baltimore, MD: Johns Hopkins University Press, 1989.
5. M. F. Griffin, personal communication, 1990.
6. N. J. Higham, “A survey of condition number estimation for triangular matrices,” SIAM Rev., vol. 29, pp. 575–596, 1987.
7. M. Moonen, P. Van Dooren, and J. Vandewalle, “Combined Jacobi-type type algorithms in signal processing,” in Proc. 2nd Int. Workshop SVD, Signal Processing, 1990, 83–88.
8. G. W. Stewart, Introduction to Matrix Computations. New York: Academic, 1974.
9. R. J. Vaccaro, Ed., Proc. 2nd Int. Workshop SVD Signal Processing, to be published.
10. J. H. Wilkinson, The Algebraic Eigenvalue Problem. Oxford, England: Clarendon, 1965.