Subspace tracking using a constrained hyperbolic URV decomposition
A.-J. van der Veen · 2002
The class of Schur subspace estimators provides a parametrization of all minimal-rank matrix approximants that lie within a specified distance of a given matrix, and in particular gives expressions for the column spans of these approximants. In this paper, we derive an updating algorithm for an interesting member of the class, making use of a constrained hyperbolic URV-like decomposition.