A correlation-based subspace tracking algorithm
E.S. Baker, R.D. DeGroat · IEEE Transactions on Signal Processing · 1998
Stewart (1992) proposed the URV algorithm as a less complex alternative to the SVD. By forming the cross product of the URV with its transpose, a correlation domain decomposition is produced that involves even less computation. This cross product RV (CRV) decomposition is the basis for a new subspace tracking technique.