Fast approximate subspace tracking (FAST)

Author

Tufts, D.W. ; Real, E.C. ; Cooley, J.W.

Author_Institution

Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA

Volume

1

fYear

1997

fDate

21-24 Apr 1997

Firstpage

547

Abstract

A new fast and accurate algorithm for tracking singular values, singular vectors and the dimension of the signal subspace through an overlapping sequence of data matrices is presented. The accuracy of the algorithm approaches that of the Prony-Lanczos (PL) method with speed and accuracy superior to both the PAST and PASTd algorithms for moderate to large size problems. The algorithm is described for the special case of changes to two columns of the matrix prior to each update of principal singular vectors and values. Comparisons of speed and accuracy are made with the algorithms named above

Keywords

matrix algebra; parameter estimation; signal processing; tracking; PAST algorithm; PASTd algorithm; Prony-Lanczos method; accurate algorithm; algorithm accuracy; algorithm speed; data matrices; fast algorithm; fast approximate subspace tracking; nonstationary noise; nonstationary signal; overlapping sequence; signal processing; signal subspace dimension; singular values; singular vectors; Data analysis; Interference suppression; Parameter estimation; Pattern recognition; Radar applications; Radar signal processing; Radar tracking; Signal processing algorithms; Sonar applications; Speech processing;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on

Conference_Location

Munich

ISSN

1520-6149

Print_ISBN

0-8186-7919-0

Type

conf

DOI

10.1109/ICASSP.1997.599696

Filename

599696