An adaptive quasi-Newton algorithm for eigensubspace estimation

Authors:
Zhengjiu Kang;C. Chatterjee;V.P. Roychowdhury
Affiliations:
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA;-;-
Venue:
IEEE Transactions on Signal Processing
Year:
2000

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A power-based adaptive method for eigenanalysis without square-root operations

Digital Signal Processing

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Abstract

We derive and discuss a new adaptive quasi-Newton eigen-estimation algorithm and compare it with the RLS-type adaptive algorithms and the quasi-Newton algorithm proposed by Mathew et al. (1995) through experiments with stationary and nonstationary data.