Orthogonal Oja algorithm

Authors
Abed-Meraim, K Attallah, S Chkeif, A Hua, Y
Citation
K. Abed-meraim et al., Orthogonal Oja algorithm, IEEE SIG PL, 7(5), 2000, pp. 116-119
Citations number
10
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE SIGNAL PROCESSING LETTERS
ISSN journal
10709908 → ACNP
Volume
7
Issue
5
Year of publication
2000
Pages
116 - 119
Database
ISI
SICI code
1070-9908(200005)7:5<116:OOA>2.0.ZU;2-S
Abstract
In this letter, we propose an orthogonalized version of the Oja algorithm ( OOja) that can be used for the estimation of minor and principal subspaces of a vector sequence. The new algorithm offers, as compared to Oja, such ad vantages as orthogonality of the weight matrix, which is ensured at each it eration, numerical stability, and a quite similar computational complexity.