On-line subspace estimation using a Schur-type method
Jürgen Götze, Alle-Jan van der Veen · IEEE Transactions on Signal Processing · 1996
A recently developed Schur-type matrix approximation technique is applied to subspace estimation. The method is applicable if an upper bound of the noise level is approximately known. The main feature of the algorithm is that updating and downdating is straightforward and efficient and that the subspace dimension is elegantly tracked as well.