A Fast Algorithm for Signal Subspace Tracking Based on the Jacobi Method

Bruno Cosenza de Carvalho, Jacques Szczupak

DOI: 10.14209/its.2002.356

Evento: 2002 International Telecommunications Symposium (ITS2002)

Keywords:

Abstract

"This work presents a new fast computational algorithm for decomposing a square signal symmetrical matrix, based on the Jacobi method. It is applied to real time systems with data acquisition updated almost sample by sample. The fast computational technique first involves the Data Matrix formation stage, so as to obtain the desired updated data matrix symmetry. In a second step it is developed the final fast algorithm implementation. A comparison is presented with the Golub-Kahan step algorithm, indicating gains and limitations of the proposed approach."

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