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- W2004765229 abstract "Abstract In this paper, we propose a sequential bi-iteration singular value decomposition (Bi-SVD) noise-subspace-tracking algorithm for adaptive singular value decomposition of the cross-covariance matrix in the recursive instrumental variable (RIV) methods of system identification. This algorithm can be used for the RIV subspace processing of signals in unknown, correlated Gaussian noise. The algorithm is based on the pseudo-inverse lemma and standard matrix–vector multiplication. The application and performance of the algorithm are demonstrated by tracking the noise subspace of the cross-covariance matrix between two data vectors and finding recursively the total least-squares solution of the over-determined instrumental-variable normal equations." @default.
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- W2004765229 date "2001-10-01" @default.
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- W2004765229 title "A bi-iteration instrumental variable noise-subspace tracking algorithm" @default.
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- W2004765229 doi "https://doi.org/10.1016/s0165-1684(01)00094-9" @default.
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