Adaptive small-sample condition estimator for matrices with rank-one modifications
Tong J. Lee · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1994
A number of adaptive condition number estimators have been proposed in the past to dynamically estimate the sensitivity of the coefficient matrix of a linear systems of equations. Applications of these techniques often arise in the context of signal processing, where the information matrix is being updated with rank-one modifications. Various schemes, such as ACE, ALE and ICE, were proposed to cope with this problem. In this paper, we will briefly review the past work, and show how the small-sample condition estimator can be used in an adaptive manner.