Article thumbnail

Downdating a Rank-Revealing URV Decomposition

By Yuan-Jye Jason Wu

Abstract

Abstract. The rank-revealing URV decomposition is a useful tool for the subspace tracking problem in digital signal processing. Updating the decomposition is a stable process. However, downdating a rank-revealing URV decomposition could be unstable because the R factor is ill-conditioned. In this paper, we review some existing downdating algorithms for the full-rank URV decomposition in the absence of U and develop a new combined algorithm. We also show that the combined algorithm has relational stability. For the rank-revealing URV decomposition, we review a two-step method that applies full-rank downdating algorithms to the signal and noise parts separately. We compare several combinations of the full-rank algorithms and demonstrate good performance of our combined algorithm

Year: 1998
OAI identifier: oai:drum.lib.umd.edu:1903/438
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://hdl.handle.net/1903/438 (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.