• DocumentCode
    3008443
  • Title

    Adaptive algorithms for estimating the complete covariance eigenstructure

  • Author

    Sharman, K.C.

  • Author_Institution
    University of Strathclyde, Glasgow, Scotland
  • Volume
    11
  • fYear
    1986
  • fDate
    31503
  • Firstpage
    1401
  • Lastpage
    1404
  • Abstract
    This paper presents a new method for adaptively calculating the complete set of eigenvectors and eigenvalues of a recursively updated covariance matrix estimate. The algorithm to be presented is based on a sequence of QR matrix factorisations, currently one of the most efficient methods for computing matrix eigenstructure. A parallel array of O(N2) processing cells is briefly described as a potential architecture for completeting each QR iteration in O(N) time steps.
  • Keywords
    Adaptive algorithm; Convergence; Cost function; Covariance matrix; Eigenvalues and eigenfunctions; Frequency estimation; Multiple signal classification; Parameter estimation; Recursive estimation; Systolic arrays;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1986.1169189
  • Filename
    1169189
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3008443