Title :
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
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
DOI :
10.1109/ICASSP.1988.196890
