An Rls Type Algorithm for Generalized Eigendecomposition
نویسندگان
چکیده
Eigendecompositions play a very important role in a variety of signal processing applications. In this paper, we derive and study an algorithm for Generalized Eigendecomposition which is both on-line and fast converging. A rule to extract the maximum eigencomponent is first presented, and then on-line deflation is applied to estimate the minor components. Proof of convergence has been established using stochastic approximation theory.
منابع مشابه
Fast RLS-Like Algorithm for Generalized Eigendecomposition and its Applications
Generalized eigendecomposition (GED) plays a vital role in many signal-processing applications. In this paper, we will propose a new method for computing the generalized eigenvectors, which is on-line and resembles the RLS algorithm for Wiener filtering. We further present a proof to show convergence to the exact solution and simulations have shown that the algorithm is faster than most of the ...
متن کاملRecursive complex BSS via generalized eigendecomposition and application in image rejection for BPSK
Under the assumptions of non-Gaussian, non-stationary, or non-white independent sources, linear blind source separation can be formulated as generalized eigenvalue decomposition. Here we provide an elegant method of doing this on-line, instead of waiting for a sufficiently large batch of data. This is done through a recursive generalized eigendecomposition algorithm that tracks the optimal solu...
متن کاملDegree Reduction of Disk Wang-Bézier Type Generalized Ball Curves
A disk Wang-Bézier type generalized Ball curve is a Wang-Bézier type generalized Ball curve whose control points are disks in a plane. It can be viewed as a parametric curve with error tolerances. In this paper, we discuss the problem of degree reduction of disk Wang-Bézier type generalized Ball curve, that is, bounding disk Wang-Bézier type generalized Ball curves with lower degree disk Wa...
متن کاملDegree Reduction of Disk Wang-Bézier Type Generalized Ball Curves
A disk Wang-Bézier type generalized Ball curve is a Wang-Bézier type generalized Ball curve whose control points are disks in a plane. It can be viewed as a parametric curve with error tolerances. In this paper, we discuss the problem of degree reduction of disk Wang-Bézier type generalized Ball curve, that is, bounding disk Wang-Bézier type generalized Ball curves with lower degree disk Wa...
متن کاملThe generalized eigendecomposition approach to the blind source separation problem
This paper proposes a novel formulation of the generalized eigendecomposition (GED) approach to blind source separation (BSS) problems. The generalized eigendecomposition algorithms consider the estimation of a pair of correlation matrices (a matrix pencil) using observed sensor signals. Each of various algorithms proposed in the literature uses a different approach to form the pencil. This stu...
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:
دوره شماره
صفحات -
تاریخ انتشار 2001