A second order recursive algorithm for subspace tracking
1996
In the present paper a second order recursive algorithm for subspace tracking is proposed. The tracking capabilities of the proposed algorithm is demonstrated via some simulation examples and the algorithm is compared with the corresponding first order algorithm. The proposed algorithm has good tracking capabilities, such as smooth behavior of the trajectories and fast adaptation. The proposed algorithm has the same computational complexity as has the first order algorithm, but some extra memory storage is required.
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