Signal space tracking method, e.g. for spectral analysis of audio signal, involves calculating, in recursive manner, spectral matrix of specific dimensions generating signal space by modifying former spectral matrix

摘要

The method involves calculating, in a recursive manner, a spectral matrix of n-by-r dimensions generating a signal space, by modifying a former spectral matrix, where n is the dimension of data vectors and r is dimension of the space. The spectral matrix is obtained by calculating the exact solution of an optimization problem constraint to a dimension subspace ranging between r+1 and n.