Fast algorithms for subspace tracking

Authors
Attallah, S Abed-Meraim, K
Citation
S. Attallah et K. Abed-meraim, Fast algorithms for subspace tracking, IEEE SIG PL, 8(7), 2001, pp. 203-206
Citations number
9
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE SIGNAL PROCESSING LETTERS
ISSN journal
10709908 → ACNP
Volume
8
Issue
7
Year of publication
2001
Pages
203 - 206
Database
ISI
SICI code
1070-9908(200107)8:7<203:FAFST>2.0.ZU;2-2
Abstract
In this letter, we present two normalized versions of Oja's algorithm (NOja and NOOja), which can be used for the estimation of minor and principal su bspaces of a vector sequence. The new algorithms offer, as compared to Oja, a faster convergence, orthogonality, and a better numerical stability with a slight increase in computational complexity.