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An Updating Algorithm for Subspace Tracking

dc.contributor.authorStewart, G. W.en_US
dc.date.accessioned2004-05-31T22:21:11Z
dc.date.available2004-05-31T22:21:11Z
dc.date.created0000-01en_US
dc.date.issued1998-10-15en_US
dc.identifier.urihttp://hdl.handle.net/1903/549
dc.description.abstractIn certain signal processing applications it is required to compute the null space of a matrix whose rows are samples of a signal. The usual tool for doing this is the singular value decomposition. However, the singular value decomposition has the drawback that it requires $O(p^3)$ operations to recompute when a new sample arrives. In this paper, we show that a different decomposition, called the URV, decomposition is equally effective in exhibiting the null space and can be updated in $O(p^2)$ time. The updating technique can be run on a linear array of $p$ processors in $O(p)$ time. (Also cross-referenced as UMIACS-TR-90-86) To appear in IEEE Transactions on Acoustics, Speech and Signal Processing Additional files are available via anonymous ftp at: thales.cs.umd.edu in the directory pub/reportsen_US
dc.format.extent153714 bytes
dc.format.mimetypeapplication/postscript
dc.language.isoen_US
dc.relation.ispartofseriesUM Computer Science Department; CS-TR-2494en_US
dc.relation.ispartofseriesUMIACS; UMIACS-TR-90-86en_US
dc.titleAn Updating Algorithm for Subspace Trackingen_US
dc.typeTechnical Reporten_US
dc.relation.isAvailableAtDigital Repository at the University of Marylanden_US
dc.relation.isAvailableAtUniversity of Maryland (College Park, Md.)en_US
dc.relation.isAvailableAtTech Reports in Computer Science and Engineeringen_US
dc.relation.isAvailableAtUMIACS Technical Reportsen_US


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