On-line subspace estimation using a Schur-type method
نویسندگان
چکیده
A recently developed Schur-type matrix approximation technique is applied to subspace estimation. The method is applicable if an upper bound of the noise level is approximately known. The main feature of the algorithm is that updating and downdating is straightforward and efficient, and that the subspace dimension is elegantly tracked as well.
منابع مشابه
Subspace estimation using unitary Schur-type methods
This paper presents efficient Schur–type algorithms for estimating the column space (signal subspace) of a low rank data matrix corrupted by additive noise. Its computational structure and complexity are similar to that of an LQ–decomposition, except for the fact that plane and hyperbolic rotations are used. Therefore, they are well suited for a parallel (systolic) implementation. The required ...
متن کاملSemi-Blind Channel Estimation based on subspace modeling for Multi-user Massive MIMO system
Channel estimation is an essential task to fully exploit the advantages of the massive MIMO systems. In this paper, we propose a semi-blind downlink channel estimation method for massive MIMO system. We suggest a new modeling for the channel matrix subspace. Based on the low-rankness property, we have prposed an algorithm to estimate the channel matrix subspace. In the next step, using o...
متن کاملOn-line Subspace Estimation Using a Generalized Schur Method
A new method is presented for estimating the column space (signal subspace) of a low rank data matrix distorted by additive noise. It is based on a tangible expression for the set of all matrices of minimal rank that are ε-close to the data matrix in matrix 2-norm. The usual truncated SVD approximant is contained in this set. Features of the algorithm are (1) it has the same computational struc...
متن کاملA Schur complement formulation for solving free-boundary, Stefan problems in solidification
A Schur complement formulation that utilizes a linear iterative solver is derived to solve a free-boundary, Stefan problem describing steady-state solidification via the Isotherm–Newton approach, which employs Newton’s method to simultaneously and efficiently solve for both interface and field equations. This formulation is tested alongside more traditional solution strategies that employ direc...
متن کاملA preconditioning technique for Schur complement systems arising in stochastic optimization
Deterministic sample average approximations of stochastic programming problems with recourse are suitable for a scenario-based parallelization. In this paper the parallelization is obtained by using an interior-point method and a Schur complement mechanism for the interior-point linear systems. However, the direct linear solves involving the dense Schur complement matrix are expensive, and adve...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 44 شماره
صفحات -
تاریخ انتشار 1996