A constrained optimization approach for an adaptive generalized subspace tracking algorithm

In this paper, we present an orthonormal version of the generalized signal subspace tracking. It is based on an interpretation of the generalized signal subspace as the solution of a constrained minimization task. This algorithm, referred to as the CGST algorithm, guarantees the C"x-orthonormality of the estimated generalized signal subspace basis at each iteration which C"x denotes the correlation matrix of the sequence x(t). An efficient implementation of the proposed algorithm enhances applicability of it in real time applications.