Highly Parallel Eigenvector Update Methods With Applications To Signal Processing

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Abstract
Updating the eigenvalue decomposition (EVD) of the estimated correlation matrix arises in many signal processing problems. In this paper, we present an improved, highly parallel, linear rank-one EVD update algorithm which is based on a quadratic rank-one method due to Bunch, et al [1]. Both methods are evaluated and compared. A number of simulations involving the frequency estimation of non-stationary narrow-band signals are also performed in which linear prediction techniques are used with eigenvector pre-processing.© (1986) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.

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