New algorithm for rational subspace estimation based on cascadable adaptive lossless filters

摘要

In a previous work, a time domain algorithm was proposed to adaptively estimate a rational and orthonormal spanning of a rational subspace. However, its convergence was not proved and it seems that asymptotic misbehavior may occur. A new algorithm is proposed, for which satisfactory convergence properties hold. It provides robustness with regard to the signal model and shows an especially good asymptotical performance for small SNR.