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...

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Bibliographic Details
Main Authors: Yanmin Sheng, Wei Guo, Hong-Sheng Xi, Feng Yang, Jian Yang
Format: Article
Language:English
Published: SpringerOpen 2007-01-01
Series:EURASIP Journal on Advances in Signal Processing
Online Access:http://dx.doi.org/10.1155/2007/38341