The generalized Rayleigh's quotient adaptive noise subspace algorithm: A householder transformation-based implementation

被引:15
|
作者
Attallah, S [1 ]
机构
[1] Natl Univ Singapore, Dept Elect & Comp Engn, Singapore 117576, Singapore
关键词
numerical stability; OJA algorithm; Rayleigh's quotient; subspace estimation;
D O I
10.1109/TCSII.2005.854587
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
Recently, we proposed a low-cost adaptive algorithm for noise (or minor) subspace estimation based on the generalized Rayleigh's quotient. In this paper, we show how to numerically stabilize this algorithm using Householder transformation without incurring any significant increase in its computational complexity. Simulation results are given to validate this new algorithm.
引用
收藏
页码:3 / 7
页数:5
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