| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 563864 | Signal Processing | 2010 | 11 Pages |
Abstract
A fast algorithm for tracking the rank-rr SVD-approximant Q(t)P(t)UT(t)Q(t)P(t)UT(t) of a sliding window data matrix X(t)X(t) of dimension L×NL×N is introduced, where P(t)P(t) is a square-root power matrix of dimension r×rr×r with r
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Peter Strobach,