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A new matrix decomposition for signal processing

✍ Scribed by Franklin T Luk; Sanzheng Qiao

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
306 KB
Volume
30
Category
Article
ISSN
0005-1098

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✦ Synopsis

Despite its important signal processing applications, the generalized singular value decomposition (GSVD) is under-utilized due to the high updating cost. In this paper, we introduce a new approximate GSVD that is easily amenable to updating.

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