2007
DOI: 10.1155/2007/38341
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Robust Adaptive Modified Newton Algorithm for Generalized Eigendecomposition and Its Application

Abstract: 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 function and making use of an approximation of the Hessian matrix, a robust modified Newton algorithm is derived. A rigorous analysis of its convergence properties is presented by using stochastic approximation theory. … Show more

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Cited by 11 publications
(26 citation statements)
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“…Hence, the factor 1/2 in (9) is included to ensure the validity of (8). This completes the proof of Lemma 1.…”
Section: Multiple-symbol Differential Spatial Division Multiple mentioning
confidence: 53%
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“…Hence, the factor 1/2 in (9) is included to ensure the validity of (8). This completes the proof of Lemma 1.…”
Section: Multiple-symbol Differential Spatial Division Multiple mentioning
confidence: 53%
“…3) Adaptive Implementation of MS-DIS: In practice, rather than carrying out the high-complexity SVD to solve the generalized eigenvalue problem of (7), we apply the modified adaptive Newton algorithm of [8] to recursively update the DIS filter f v [k N ]. This modified adaptive Newton algorithm, which was shown in [8] to have a fast convergence and an excellent tracking capability 1 , may be summarized based on (14) and (15) as follows:…”
Section: Multiple-symbol Differential Spatial Division Multiple mentioning
confidence: 99%
See 1 more Smart Citation
“…In practice, rather than carrying out the high-complexity SVD to solve the generalized eigenvalue problem of (8), we apply the modified adaptive Newton algorithm of [8] to recursively update the DIS filter fv[kN ]. This modified adaptive Newton algorithm, which was shown in [8] to have a fast convergence and an excellent tracking capability, may be summarized based on (11) and (12) as follows:…”
Section: ) Adaptive Implementation Of Ms-dismentioning
confidence: 99%
“…This modified adaptive Newton algorithm, which was shown in [8] to have a fast convergence and an excellent tracking capability, may be summarized based on (11) and (12) as follows:…”
Section: ) Adaptive Implementation Of Ms-dismentioning
confidence: 99%