A new matrix decomposition for signal processing

Abstract

To solve the noise subspace problem, we extend the generalized singular value decomposition to a new decomposition that can be updated at a low cost. In addition, we show how a forgetting factor can be incorporated in our new decomposition.

Authors

Luk FT; Qiao S

Journal

Automatica, Vol. 30, No. 1, pp. 39–43

Publisher

Elsevier

Publication Date

January 1, 1994

DOI

10.1016/0005-1098(94)90227-5

ISSN

0005-1098

Associated Experts

Sanzheng Qiao

Professor Emeritus, Faculty of Engineering

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Labels

Fields of Research (FoR)

46 Information and computing sciences 4006 Communications Engineering 40 Engineering 4603 Computer Vision and Multimedia Computation 49 Mathematical sciences

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