An updating algorithm for subspace tracking
نویسندگان
چکیده
منابع مشابه
An Svd Updating Algorithm for Subspace Tracking
In this paper, we extend the well known QR-updating scheme to a similar but more versatile and generally applicable scheme for updating the singular value decomposition (SVD). This is done by supplementing the QR-updating with a Jacobi-type SVD procedure, where apparently only a few SVD steps after each QR-update su ce in order to restore an acceptable approximation for the SVD. This then resul...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 1992
ISSN: 1053-587X
DOI: 10.1109/78.139256