Title :
A second order recursive algorithm for subspace tracking
Author :
Andersson, Åke ; Broman, Holger
Author_Institution :
Dept. of Appl. Electron., Chalmers Univ. of Technol., Goteborg, Sweden
Abstract :
In the present paper a second order recursive algorithm for subspace tracking is proposed. The tracking capabilities of the proposed algorithm is demonstrated via some simulation examples and the algorithm is compared with the corresponding first order algorithm. The proposed algorithm has good tracking capabilities, such as smooth behavior of the trajectories and fast adaptation. The proposed algorithm has the same computational complexity as has the first order algorithm, but some extra memory storage is required
Keywords :
Gaussian noise; computational complexity; frequency estimation; recursive estimation; spectral analysis; tracking; white noise; Gaussian noise; computational complexity; fast adaptation; frequency estimation; second order recursive algorithm; signal processing; sinusoids; smooth behavior; spectral analysis; subspace tracking; trajectories; white noise; Computational complexity; Computational modeling; Covariance matrix; Frequency estimation; Multiple signal classification; Paper technology; Resonance light scattering; Signal processing; Spatial resolution; Trajectory;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
0-7803-3192-3
DOI :
10.1109/ICASSP.1996.547987
