An Updating Algorithm for Subspace Tracking
| dc.contributor.author | Stewart, G. W. | en_US |
| dc.date.accessioned | 2004-05-31T22:21:11Z | |
| dc.date.available | 2004-05-31T22:21:11Z | |
| dc.date.created | 0000-01 | en_US |
| dc.date.issued | 1998-10-15 | en_US |
| dc.description.abstract | In 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/reports | en_US |
| dc.format.extent | 153714 bytes | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/1903/549 | |
| dc.language.iso | en_US | |
| dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
| dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
| dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
| dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
| dc.relation.ispartofseries | UM Computer Science Department; CS-TR-2494 | en_US |
| dc.relation.ispartofseries | UMIACS; UMIACS-TR-90-86 | en_US |
| dc.title | An Updating Algorithm for Subspace Tracking | en_US |
| dc.type | Technical Report | en_US |