A Linear Array For Covariance Differencing Via Hyperbolic SVD

We consider a problem pertaining to bearing estimation in unknown noise using the covariance differencing approach, and propose a linear array of processors which exhibits a linear speed-up with respect to a uniprocessor system. Our solution hinges on a new canonic matrix factorization which we term the hyperbolic singular value decomposition. The parallel algorithm for hyperbolic SVD based bearing estimation is an adaptation of a well known biorthogonalization technique developed by Hestenes. Parallel implementations of the algorithm are based on earlier works on one-sided Jacobi methods. It turns out that strategies for parallelization of Jacobi methods are equally well applicable for computing the hyperbolic singular value decomposition.