A correlation-based subspace tracking algorithm

  • Authors:
  • E.S. Baker;R.D. DeGroat

  • Affiliations:
  • Sch. of Eng. & Comput. Sci., Texas Univ., Dallas, TX;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1998

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Abstract

Stewart (1992) proposed the URV algorithm as a less complex alternative to the SVD. By forming the cross product of the URV with its transpose, a correlation domain decomposition is produced that involves even less computation. This cross product RV (CRV) decomposition is the basis for a new subspace tracking technique