Quasi-Newton algorithm for adaptive minor component extraction

Author

Ouyang, Shan ; Ching, P.C. ; Lee, Tan

Author_Institution

Dept. of Commun. & Inf. Eng., Guilin Univ. of Electron. Technol., China

Volume

38

Issue

19

fYear

2002

fDate

9/12/2002 12:00:00 AM

Firstpage

1142

Lastpage

1144

Abstract

An adaptive quasi-Newton algorithm is first developed to extract a single minor component corresponding to the smallest eigenvalue of a stationary sample covariance matrix. A deflation technique instead of the commonly used inflation method is then applied to extract the higher-order minor components. The algorithm enjoys the advantage of having a simpler computational complexity and a highly modular and parallel structure for efficient implementation. Simulation results are given to demonstrate the effectiveness of the proposed algorithm for extracting multiple minor components adaptively

Keywords

Newton method; adaptive estimation; adaptive signal processing; computational complexity; covariance matrices; direction-of-arrival estimation; eigenvalues and eigenfunctions; DOA estimation; ROOT-MUSIC estimator; adaptive estimation; adaptive minor component extraction; computational complexity; deflation technique; eigenvalue; higher-order minor components; modular structure; parallel structure; quasi-Newton algorithm; simulation results; stationary sample covariance matrix;

fLanguage

English

Journal_Title

Electronics Letters

Publisher

iet

ISSN

0013-5194

Type

jour

DOI

10.1049/el:20020739

Filename

1038641