Article Dans Une Revue IEEE_J_SP Année : 2004

Sliding window adaptive SVD algorithms

Résumé

The singular value decomposition (SVD) is an important tool for subspace estimation. In adaptive signal processing, we are especially interested in tracking the SVD of a recursively updated data matrix. This paper introduces a new tracking technique, designed for rectangular sliding window data matrices. This approach, derived from the classical bi-orthogonal iteration SVD algorithm, shows excellent performance in the context of frequency estimation. It proves to be very robust to abrupt signal changes, due to the use of a sliding window. Finally, an ultra-fast tracking algorithm with comparable performance is proposed.

Fichier principal
Vignette du fichier
ieee-tsp-04.pdf (465.82 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Licence

Dates et versions

hal-00945196 , version 1 (24-03-2014)

Licence

Identifiants

  • HAL Id : hal-00945196 , version 1

Citer

Roland Badeau, Gael Richard, Bertrand David. Sliding window adaptive SVD algorithms. IEEE_J_SP, 2004, 52 (1), pp.1--10. ⟨hal-00945196⟩
466 Consultations
1930 Téléchargements

Partager

  • More