TY - GEN
T1 - Low complexity adaptive algorithm for generalized eigenvalue decomposition
AU - Wang, Rong
AU - Gao, Feifei
AU - Yao, Minli
AU - Zou, Hongxing
PY - 2013
Y1 - 2013
N2 - It is well known that the generalized eigenvalue decomposition (GEVD) can be used in a number of signal processing applications, for example, subspace tracking and estimation in the presence of colored noise. In this paper, we propose a new approach to extract the principle generalized eigenvectors (PGEs) for GEVD. Resorting to a weighted non-quadratic criterion (WNQC), the designed algorithm has a steep land-scape, such that the desired point can be obtained from fast gradient-based method. Applying the projection approximation and recursive least squares (RLS) technique, we develop an adaptive algorithm with low computational complexity to parallelly estimate the PGEs. Finally, numerical results are provided to demonstrate the effectiveness of the proposed studies.
AB - It is well known that the generalized eigenvalue decomposition (GEVD) can be used in a number of signal processing applications, for example, subspace tracking and estimation in the presence of colored noise. In this paper, we propose a new approach to extract the principle generalized eigenvectors (PGEs) for GEVD. Resorting to a weighted non-quadratic criterion (WNQC), the designed algorithm has a steep land-scape, such that the desired point can be obtained from fast gradient-based method. Applying the projection approximation and recursive least squares (RLS) technique, we develop an adaptive algorithm with low computational complexity to parallelly estimate the PGEs. Finally, numerical results are provided to demonstrate the effectiveness of the proposed studies.
KW - colored noise
KW - Generalized eigenvalue decomposition
KW - weighted nonquadratic criterion
UR - https://www.scopus.com/pages/publications/84893595078
U2 - 10.1109/ChinaCom.2013.6694681
DO - 10.1109/ChinaCom.2013.6694681
M3 - 会议稿件
AN - SCOPUS:84893595078
SN - 9781479914067
T3 - 2013 8th International ICST Conference on Communications and Networking in China, CHINACOM 2013 - Proceedings
SP - 690
EP - 693
BT - 2013 8th International ICST Conference on Communications and Networking in China, CHINACOM 2013 - Proceedings
T2 - 2013 8th International ICST Conference on Communications and Networking in China, CHINACOM 2013
Y2 - 14 August 2013 through 16 August 2013
ER -