Adaptive small-sample condition estimator for matrices with rank-one modifications

Tong J. Lee

doi:10.1117/12.190850

28 October 1994 Adaptive small-sample condition estimator for matrices with rank-one modifications

Tong J. Lee

Proceedings Volume 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V; (1994) https://doi.org/10.1117/12.190850
Event: SPIE's 1994 International Symposium on Optics, Imaging, and Instrumentation, 1994, San Diego, CA, United States

Abstract

A number of adaptive condition number estimators have been proposed in the past to dynamically estimate the sensitivity of the coefficient matrix of a linear systems of equations. Applications of these techniques often arise in the context of signal processing, where the information matrix is being updated with rank-one modifications. Various schemes, such as ACE, ALE and ICE, were proposed to cope with this problem. In this paper, we will briefly review the past work, and show how the small-sample condition estimator can be used in an adaptive manner.

Citation Download Citation

Tong J. Lee "Adaptive small-sample condition estimator for matrices with rank-one modifications", Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); https://doi.org/10.1117/12.190850

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