An extension of the PASTd algorithm to both rank and subspace tracking
Bin Yang · IEEE Signal Processing Letters · 1995
In this letter, we present an extension of the PASTd algorithm to both rank and signal subspace tracking. It has a low computational complexity O(nr), where n is the input vector length, and r denotes the signal subspace dimension. Its performance in tracking time-varying direction of arrival is comparable with that of the expensive eigenvalue decomposition and more robust than the O(n/sup 2/) rank revealing URV updating algorithm proposed by Stewart.>