Adaptive Eigendecomposition of Data Covariance Matrices Based on First-Order Perturbations

IEEE Transactions on Signal Processing

Volumn 42, Issue 10, 1994, Pages 2758-2770

  Champagne, Benoit ^a  

^a INRS EMT   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE CONTROL SYSTEMS; ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; CONSTRAINT THEORY; EIGENVALUES AND EIGENFUNCTIONS; ITERATIVE METHODS; PERTURBATION TECHNIQUES; SIGNAL FILTERING AND PREDICTION;

ADAPTIVE EIGENDECOMPOSITION; DATA COVARIANCE MATRICES; FIRST ORDER PERTURBATIONS; GRAM SCHMIDT ORTHOGONALIZATION;

SIGNAL PROCESSING;

EID: 0028516278     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.324741     Document Type: Article

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