Advances in adaptive orthogonal filtering with applications to source localization
P.A. Regalia, Philippe Loubaton · 2002
Adaptive orthogonal filters in Givens rotation format are developed for adaptively estimating the eigenstructure of autocorrelation matrices and spectral density matrices. For the former case a triangular array is developed by exploiting the connection between orthogonal adaptive unit norm filtering and the Schur eigenvalue deflation technique. For the latter case a class of adaptive paraunitary filters is developed with an efficient update algorithm that overcomes the computational burden of a recursive maximum-likelihood approach. Based on simulations, the new adaptive paraunitary filters appear to yield a single stationary point even in environments where a recursive maximum-likelihood approach gives many local minima.>