Adaptive rank-2 update algorithm for eigenvalue decomposition

Author

Li, Gang ; Yu, Kai-bor

Author_Institution

Dept. of Electr. Eng., Virginia Polytech. Inst. & State Univ., Blacksburg, VA, USA

fYear

1988

fDate

11-14 Apr 1988

Firstpage

1510

Abstract

An efficient algorithm for successive eigenvalue decomposition (EVD) with adding new data to, and deleting old data from, the data matrix simultaneously is proposed. The algorithm involves converting a full-scale EVD problem by using Householder transformation twice. Some approaches to solve the resulting EVD problem, including a direct method to compute the eigenvector directly, are discussed. This algorithm can be useful in adaptive array processing and tracking of nonstationary sinusoids

Keywords

eigenvalues and eigenfunctions; filtering and prediction theory; signal processing; Householder transformation; adaptive array processing; adaptive rank-2 update algorithm; eigenvalue decomposition; eigenvector; tracking of nonstationary sinusoids; Adaptive signal processing; Array signal processing; Covariance matrix; Eigenvalues and eigenfunctions; Frequency; Matrix converters; Matrix decomposition; Roundoff errors; Signal processing algorithms; Symmetric matrices;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on

Conference_Location

New York, NY

ISSN

1520-6149

Type

conf

DOI

10.1109/ICASSP.1988.196890

Filename

196890

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3003006