Constructive updating/downdating of oblique projectors: a generalization of the Gram-Schmidt process

摘要

A generalization of the Gram-Schmidt procedure is achieved by providingequations for updating and downdating oblique projectors. The work is motivatedby the problem of adaptive signal representation outside the orthogonal basissetting. The proposed techniques are shown to be relevant to the problem ofdiscriminating signals produced by different phenomena when the order of thesignal model needs to be adjusted.