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Stable Subspace Tracking Algorithm Based on a Signed URV Decomposition

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PROJECT TITLE :

Stable Subspace Tracking Algorithm Based on a Signed URV Decomposition

ABSTRACT:

Subspace estimation and tracking are of fundamental importance in many signal processing algorithms. The class of “Schur subspace estimators” provides a complete parametrization of all “principal subspace estimates,” defined as the column spans of corresponding low-rank matrix approximants that lie within a specified 2-norm distance of a given matrix. The parametrization is found in terms of a two-sided hyperbolic decomposition (Hyperbolic URV, or HURV), which can be computed using hyperbolic rotations. Unfortunately, such rotations are commonly associated with numerical instabilities.


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Stable Subspace Tracking Algorithm Based on a Signed URV Decomposition - 4.9 out of 5 based on 70 votes

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