An adaptive quasi-Newton algorithm for eigensubspace estimation

نویسندگان

  • Zhengjiu Kang
  • Chanchal Chatterjee
  • Vwani P. Roychowdhury
چکیده

In this paper, we derive and discuss a new adaptive quasi-Newton eigen-estimation algorithm and compare it with the RLS-type adaptive algorithms and the quasi-Newton algorithm proposed by Mathew et al. through experiments with stationary and nonstationary data.

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عنوان ژورنال:
  • IEEE Trans. Signal Processing

دوره 48  شماره 

صفحات  -

تاریخ انتشار 2000