Presentation	2009-01-23 A fast tracking algorithm for generalized eigenvectors of Hermitian matrices Toshihisa TANAKA,
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Abstract(in English)	A fast algorithm for tracking generalized eigenvectors is presented when Hermitian matrices are updated time by time. In general, solving a generalized eigenvalue problem includes computation of the square root of a matrix. The proposed algorithm in this paper is based on a power method and an adaptive spectral decomposition for a Hermitian matrix. It should be noted that the present algorithm does not need neither the computation of the matrix square root nor the matrix inversion. Experimental results show that the proposed tracking algorithm gives results similar to the case of using matrix square roots and sigular value decomposition for each update.
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Keyword(in English)	Generalized eigenvalue problem / subspace tracking / adaptive algorithms
Paper #	SIP2008-154,RCS2008-202
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Conference Information
Committee	RCS
Conference Date	2009/1/15(1days)
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Paper Information
Registration To	Radio Communication Systems (RCS)
Language	ENG
Title (in Japanese)	(See Japanese page)
Sub Title (in Japanese)	(See Japanese page)
Title (in English)	A fast tracking algorithm for generalized eigenvectors of Hermitian matrices
Sub Title (in English)
Keyword(1)	Generalized eigenvalue problem
Keyword(2)	subspace tracking
Keyword(3)	adaptive algorithms
1st Author's Name	Toshihisa TANAKA
1st Author's Affiliation	Tokyo University of Agriculture and Technology()
Date	2009-01-23
Paper #	SIP2008-154,RCS2008-202
Volume (vol)	vol.108
Number (no)	391
Page	pp.pp.-
#Pages	6
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