A New Matrix Decomposition for Signal Processing

Abstract

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 decomposition.

Authors

Luk FT; Qiao S

Book title

Linear Algebra for Large Scale and Real-Time Applications

Pagination

pp. 241-247

Publisher

Springer Nature

Publication Date

January 1, 1993

DOI

10.1007/978-94-015-8196-7_14

Associated Experts

Sanzheng Qiao

Professor Emeritus, Faculty of Engineering

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Labels

Fields of Research (FoR)

4006 Communications Engineering 40 Engineering

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