Instrumental Variable Subspace Tracking with Applications to SensorArray
نویسندگان
چکیده
Recursive methods for subspace tracking with applications to 'on-line' direction of arrival estimation, have lately drawn considerable interest. In this paper, Instrumental Variable (IV) generalizations of the Projection Approximation Subspace Tracking (PAST) algorithm are proposed. The IV-approach is motivated by the fact that PAST delivers biased estimates when the noise vectors are not spatially white. The resulting basic IV-algorithm has a computational complexity of 3mn + O(n 2) complex multiplications, where m is the dimension of the measurement vector and n is the subspace dimension. The performance of the proposed algorithms in tracking sinusoids in colored noise is illustrated by computer simulations.
منابع مشابه
Instrumental variable subspace tracking using projection approximation
Subspace estimation plays an important role in, for example, sensor array signal processing. Recursive methods for subspace tracking, with obvious applications to non-stationary environments, have also drawn considerable interest. In this paper we present an Instrumental Variable (IV) extension of the recently developed Projection Approximation Subspace Tracking (PAST) algorithm. The IV-approac...
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