Title :
A sliding window update for the basis matrix of the QR decomposition
Author :
Mahon, Mark P. ; Sibul, Leon H. ; Valenzuela, Hector M.
Author_Institution :
Pennsylvania State Univ., State College, PA, USA
fDate :
5/1/1993 12:00:00 AM
Abstract :
A method of updating the unitary basis matrix for QR decomposition by applying a sliding window to the input data is presented. The basis matrix update allows the recursive update to be applied to problems which require the tracking of a basis set, and the sliding-window feature gives this alternative update a superior nonstationary performance characteristic
Keywords :
array signal processing; matrix algebra; recursive functions; QR decomposition; array signal processing; recursive update; sliding window update; unitary basis matrix; Equations; Laboratories; Lattices; Least squares methods; Matrix decomposition; Research initiatives;
Journal_Title :
Signal Processing, IEEE Transactions on
