Abstract

Many subspace updating algorithms based on the eigenvalue decomposition (EVD) of array covariance matrices have been proposed and used in high-resolution array processing algorithms in recent years. In some applications (i.e. ESPRIT algorithms), however, the EVD of an unsymmetrical matrix is also needed. In this paper, an EVD updating approach for an unsymmetrical matrix is presented based on its first-order perturbation analysis. By jointly using this approach and a subspace updating method in an ESPRIT algorithm, a completely adaptive ESPRIT algorithm is obtained. The evaluation of the complexity and the performance of this algorithm is given in the paper.

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