Chapter
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
1993
DOI
10.1007/978-94-015-8196-7_14