On a Class of Orthonormal Algorithms for Principal and Minor Subspace Tracking
作者：
K. Abed-Meraim;A. Chkeif;Y. Hua;S. Attallah
通讯作者：
Abed-Meraim, K
作者机构：
TSI Department, Telecom Paris, Paris Cedex 13, France
TSI Department, Telecom Paris, Paris Cedex 13, France
Department of Electrical Engineering, University of California, Riverside, USA
School of Electrical & Computer Engineering, Curtin University of Technology, Perth, Australia
通讯机构：
TSI Dept 46, Telecom Paris, Rue Barrault, F-75634 Paris 13, France.
语种：
英文
期刊：
Journal of Signal Processing Systems
ISSN：
1939-8018
年：
2002
卷：
31
期：
1
页码：
57-70
摘要：
This paper elaborates on a new class of orthonormal power-based algorithms for fast estimation and tracking of the principal or minor subspace of a vector sequence. The proposed algorithms are closely related to the natural power method that has the fastest convergence rate among many power-based methods such as the Oja method, the projection approximation subspace tracking (PAST) method, and the novel information criterion (NIC) method. A common feature of the proposed algorithms is the exact orthonormality of the weight matrix at each iteration. The orthonormality is implemented in a most efficient way. Besides the property of orthonormality, the new algorithms offer, a...
