Accurate subspace tracking algorithms based on cross-space properties
- 22 November 2002
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 5, 3833-3836
- https://doi.org/10.1109/icassp.1997.604719
Abstract
In this paper, we analyse the issue of efficiently using Givensrotations to perform a more accurate SVD-based subspacetracking. We propose an alternative type of decompositionwhich allows a more versatile use of Givens rotations.We also show the direct effect of the latter on the trackingerror, and develop a cross-terms cancellation conceptwhich leads to a class of high performance algorithms withvery low complexity: O(N2) if signal and noise subspacesare tracked, O(Nr) if only the...Keywords
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