Performances analysis of a Givens parametrized adaptive eigenspace algorithm

Signal Processing

Volumn 68, Issue 1, 1998, Pages 87-105

  Delmas, Jean Pierre ^a  

^a INSTITUT NATIONAL DES TÉLÉCOMMUNICATIONS   (France)

Author keywords

Adaptive eigenspace; Associated projection matrix estimator; Asymptotic covariance of eigenvectors estimator; Asymptotic distribution; Canonic orthonormal eigenbasis estimator; Subspace tracking

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; CORRELATION THEORY; DIFFERENTIAL EQUATIONS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; VECTORS;

ADAPTIVE EIGENSPACE ALGORITHMS; ASSOCIATED ORDINARY DIFFERENTIAL EQUATIONS (ODE); GIVENS PARAMETRIZATION; RAYLEIGH QUOTIENTS;

ADAPTIVE FILTERING;

EID: 0032120153     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(98)00059-0     Document Type: Article

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