The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper proposes an approximated power method to track the signal subspace. Using rank-one update model, the signal subspace can be obtained by finding the least square solutions of two unconstrained weight functions. As introduced in instrumental variable (IV), this bi-iteration algorithm can track signals corrupted by colored noise. Especially the tracking results are orthonormalized to get better...