IEEE Transactions on Signal Processing · 1997 · 302 citations · 10 references
ComputingData ScienceOptimizationDigital Signal ProcessingDimension ReductionDimensionality ReductionMatrix FactorizationAdaptive FilteringAdaptive FiltersLow-rank ApproximationLow-rank OptimizationSubspace FilteringSubspace IdentificationSubspace Learning
A novel rank reduction scheme is introduced for adaptive filtering problems. This rank reduction method uses a cross-spectral metric to select the optimal lower dimensional subspace for reduced-rank adaptive filtering as a function of the basis vectors of the full-rank space.
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