Digital Signal Processing Handbook P66

Most high resolution direction-of-arrival (DOA) estimation methods rely on subspace or eigenbased information which can be obtained fromthe eigenvalue decomposition (EVD) of an estimated correlation matrix, or from the singular value decomposition (SVD) of the corresponding data matrix. However, the expense of directly computing these decompositions is usually prohibitive for real-time processing. Also, because theDOAangles are typically time-varying, repeatedcomputation is necessarytotracktheangles. This has motivatedresearchers inrecent years todeveloplowcost eigen and subspace tracking methods....