The fast recursive row-Householder subspace tracking algorithm
Signal Processing
Joint eigenvalue decomposition using polar matrix factorization
LVA/ICA'10 Proceedings of the 9th international conference on Latent variable analysis and signal separation
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A class of adaptive bi-iteration SVD (Bi-SVD) algorithms for tracking structured subspaces of the form E_=[E EΨ1 EΨ2... EΨn-1] is introduced, where E is an N×r, N⩾r orthonormal core basis matrix, and Ψ1, Ψ2, ..., Ψn-1 is a set of r×r subrotors. Structured subspaces of this kind arise in all forms of multiple invariance (MI) techniques, such as MI-ESPRIT. An adaptive MI-ESPRIT algorithm using Bi-SVD MI subspace tracking is developed. Computer experiments validate the theoretical results