Fast orthonormal PAST algorithm

This paper elaborates on an orthonormal version of the projection approxima tion and subspace tracking (PAST) algorithm for fast estimation and trackin g of principal subspace or/and principal components of a vector sequence. T he orthonormal PAST (OPAST) algorithm guarantees the orthonormality of the weight matrix at each iteration. Moreover, it has a linear complexity like the PAST algorithm and a global convergence property like the natural power (NP) method.