An efficient algorithm for rank and subspace tracking

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dc.contributor.authorErbay, Hasan
dc.date.accessioned2020-06-25T17:41:26Z
dc.date.available2020-06-25T17:41:26Z
dc.date.issued2006
dc.descriptionErbay, Hasan/0000-0002-7555-541X
dc.description.abstractTraditionally, the singular value decomposition (SVD) has been used in rank and subspace tracking methods. However, the SVD is computationally costly, especially when the problem is recursive in nature and the size of the matrix is large. The truncated ULV decomposition (TULV) is an alternative to the SVD. It provides a good approximation to subspaces for the data matrix and can be modified quickly to reflect changes in the data. It also reveals the rank of the matrix. This paper presents a TULV updating algorithm. The algorithm is most efficient when the matrix is of low rank. Numerical results are presented that illustrate the accuracy of the algorithm. (c) 2006 Elsevier Ltd. All rights reserved.en_US
dc.identifier.citationErbay, H. (2006). An efficient algorithm for rank and subspace tracking. Mathematical and Computer Modelling, 44(7–8), 742–748. https://doi.org/10.1016/j.mcm.2006.02.011en_US
dc.identifier.doi10.1016/j.mcm.2006.02.011
dc.identifier.endpage748en_US
dc.identifier.issn0895-7177
dc.identifier.issn1872-9479
dc.identifier.issue7-8en_US
dc.identifier.scopus2-s2.0-33745816356
dc.identifier.scopusqualityN/A
dc.identifier.startpage742en_US
dc.identifier.urihttps://doi.org10.1016/j.mcm.2006.02.011
dc.identifier.urihttps://hdl.handle.net/20.500.12587/3714
dc.identifier.volume44en_US
dc.identifier.wosWOS:000240086000013
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherPergamon-Elsevier Science Ltden_US
dc.relation.ispartofMathematical And Computer Modelling
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectsingular value decompositionen_US
dc.subjectmodifying decompositionsen_US
dc.subjectsubspace trackingen_US
dc.subjectrank estimationen_US
dc.subjectULV decompositionen_US
dc.titleAn efficient algorithm for rank and subspace trackingen_US
dc.typeArticle

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