RLS-based adaptive algorithms for generalized eigen-decomposition

IEEE Transactions on Signal Processing

Volumn 54, Issue 4, 2006, Pages 1177-1188

  Yang, Jian ^a   Xi, Hongsheng ^a   Yang, Feng ^a   Zhao, Yu ^a  

^a UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Adaptive algorithms; Generalized eigen decomposition; Generalized eigenvector; Matrix pencil; Recursive least square (RLS)

Indexed keywords

ADAPTIVE ALGORITHMS; COMPUTER SIMULATION; EIGENVALUES AND EIGENFUNCTIONS; LEAST SQUARES APPROXIMATIONS; OPTIMIZATION;

GENERALIZED EIGEN-DECOMPOSITION; GENERALIZED EIGENVECTOR; MATRIX PENCIL; RECURSIVE LEAST-SQUARE (RLS); SIGNAL PROCESSING APPLICATIONS;

SIGNAL PROCESSING;

EID: 33645298495     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.863040     Document Type: Article

References (21)

1. K. I. Diamantaras and S. Y. Kung, Principal Component Neural Networks: Theory and Applications. New York: Wiley, 1996.
2. H. Tao, H. H. Chen, W. Wu, and T. S. Huang, "Compression of MPEG-4 facial animation parameters for transmission of talking heads," IEEE Trans. Circuits Syst. Video Technol., vol. 9, no. 2, pp. 264-276, Mar. 1999.
3. L. Matthews, T. F. Cootes, J. A. Bangham, S. Cox, and R. Harvey, "Extraction of visual features for lipreading," IEEE Trans. Pattern Anal. Mach. Intell., vol. 24, no. 2, pp. 198-213, Feb. 2002.
4. S. Choi, J. Choi, H. J. Im, and B. Choi, "A novel adaptive beamforming algorithm for antenna array CDMA systems with strong interferers," IEEE Trans. Veh. Technol., vol. 51, no. 5, pp. 808-816, Sep. 2002.
5. P. Comon and G. H. Golub, "Tracking a few extreme singular values and vectors in signal processing," Proc. IEEE, vol. 78, pp. 1327-1343, Aug. 1990.
6. A. Bunse-Gerstner, "An algorithm for the symmetric generalized eigenvalue problem," Linear Algebra Appl., vol. 58, pp. 43-68, 1984.
7. W. Shougen and Z. Shuqin, "An algorithm for Ax = λBx with symmetric and positive-definite A and B," SIAM J. Matrix Anal. Appl., vol. 12, pp. 654-660, Oct. 1991.
8. B. Yang, "Projection approximation subspace tracking," IEEE Trans. Signal Process., vol. 43, no. 1, pp. 95-107, Jan. 1995.
9. Y. F. Miao and Y. Hua, "Fast subspace tracking and neural network learning by a novel information criterion," IEEE Trans. Signal Process., vol. 46, no. 7, pp. 1967-1979, Jul. 1998.
10. G. Mathew and V. U. Reddy, "A Quasi-Newton adaptive algorithm for generalized symmetric eigenvalue problem," IEEE Trans. Signal Process., vol. 44, no. 10, pp. 2413-2422, Oct. 1996.
11. G. H. Golub and C. F. Van Loan, Matrix Computation. Baltimore, MD: The John Hopkins Univ. Press, 1991.
12. C. Chatterjee, V. P. Roychowdhury, J. Ramos, and M. D. Zoltowski, "Self-organizing algorithms for generalized eigen-decomposition," IEEE Trans. Neural Netw., vol. 8, no. 6, pp. 1518-1530, Nov. 1997.
13. D. X. Xu, J. C. Principe, and H. C. Wu, "Generalized eigendecomposition with an on-line local algorithm," IEEE Signal Process. Lett., vol. 5, no. 11, pp. 298-301, Nov. 1998.
14. Y. N. Rao, J. C. Principe, and T. F. Wong, "Fast RLS-like algorithm for generalized eigendecomposition and its applications," J. VLSI Signal Process., vol. 37, pp. 333-344, Jun. 2004.
15. T. F. Wong, T. M. Lok, J. S. Lehnert, and M. D. Zoltowski, "A linear receiver for direct-sequence spread-spectrum multiple-access systems with antenna arrays and blind adaptation," IEEE Trans. Inf. Theory, vol. 44, no. 2, pp. 659-676, Mar. 1998.
16. S. Haykin, Adaptive Filter Theory, 4th ed. Englewood Cliffs, NJ: Prentice-Hall, 2002.
17. P. Strobach, "Fast orthogonal iteration adaptive algorithms for the generalized symmetric eigenproblem," IEEE Trans. Signal Process., vol. 46, no. 12, pp. 3345-3359, Dec. 1998.
18. R. A. Monzingo and T. W. Miller, Introduction to Adaptive Arrays. New York: Wiley, 1980.
19. A. F. Naguib, "Adaptive Antennas for CDMA Wireless Networks," Ph.D. dissertation, Elect. Eng. Dept., Stanford Univ., Stanford, CA, 1996.
20. L. Lung, "Analysis of recursive stochastic algorithms," IEEE Trans. Autom. Control, vol. AC-22, no. 4, pp. 551-575, Aug. 1977.
21. B. Yang, "Asymptotic convergence analysis of the projection approximation subspace tracking algorithms," Signal Process., vol. 50, pp. 123-136, 1996.