Robust Adaptive Modified Newton Algorithm for Generalized Eigendecomposition and Its Application
We propose a robust adaptive algorithm for generalized eigendecomposition problems that arise in modern signal processing applications. To that extent, the generalized eigendecomposition problem is reinterpreted as an unconstrained nonlinear optimization problem. Starting from the proposed cost func...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2007-01-01
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Series: | EURASIP Journal on Advances in Signal Processing |
Online Access: | http://dx.doi.org/10.1155/2007/38341 |