期刊
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS
卷 53, 期 1, 页码 3-7出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TCSII.2005.854587
关键词
numerical stability; OJA algorithm; Rayleigh's quotient; subspace estimation
Recently, we proposed a low-cost adaptive algorithm for noise (or minor) subspace estimation based on the generalized Rayleigh's quotient. In this paper, we show how to numerically stabilize this algorithm using Householder transformation without incurring any significant increase in its computational complexity. Simulation results are given to validate this new algorithm.
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