Journal article
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 1994
DOI
10.1016/0005-1098(94)90227-5
ISSN
0005-1098