Adaptive paraunitary filter banks for principal and minor subspace analysis

S.C. Douglas, S. Amari, Sun‐Yuan Kung · 1999

Paraunitary filter banks are important for several signal processing tasks. We consider the task of adapting the coefficients of a multichannel FIR paraunitary filter bank via gradient ascent or descent on a chosen cost function. The proposed generalized algorithms inherently adapt the system's parameters in the space of paraunitary filters. Modifications and simplifications of the techniques for spatio-temporal principal and minor subspace analysis are described. Simulations verify one algorithm's useful behavior in this task.

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