The generalized Rayleigh's quotient adaptive noise subspace algorithm: a householder transformation-based implementation

@article{Attallah2006TheGR,
  title={The generalized Rayleigh's quotient adaptive noise subspace algorithm: a householder transformation-based implementation},
  author={Samir Attallah},
  journal={IEEE Transactions on Circuits and Systems II: Express Briefs},
  year={2006},
  volume={53},
  pages={3-7}
}
Recently, we proposed a low-cost adaptive algorithm for noise (or minor) subspace estimation based on the generalized Rayleigh's quotient. In this paper, we show how to numerically stabilize this algorithm using Householder transformation without incurring any significant increase in its computational complexity. Simulation results are given to validate this new algorithm 
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