Title
Stable and Orthonormal OJA Algorithm With Low Complexity
Abstract
In this letter, a stable and orthonormal version of the OJA algorithm (SOOJA) is investigated for principal and minor subspace extraction and tracking. The new algorithm presented here guarantees the orthonormality of the weight matrix at each iteration through a novel orthonormalization method. Moreover, it obtains both a high numerical stability and a low computational complexity. The superiority of the proposed algorithm to some existing subspace tracking algorithms is demonstrated using a classical example. Simulation results confirm the veracity of the subspace tracking algorithm advocated.
Year
DOI
Venue
2011
10.1109/LSP.2011.2108999
IEEE Signal Process. Lett.
Keywords
Field
DocType
subspace tracking algorithm,oja algorithm,weight matrix,orthonormalization method,numerical stability,orthonormal oja algorithm,tracking,singular value decomposition,subspace tracking,subspace extraction,algorithm design,matrices,computational complexity,data mining,signal processing,indexing terms,algorithm design and analysis
Singular value decomposition,Mathematical optimization,Algorithm design,Orthonormality,Subspace topology,Oja's rule,Algorithm,Orthonormal basis,Numerical stability,Mathematics,Computational complexity theory
Journal
Volume
Issue
ISSN
18
4
1070-9908
Citations 
PageRank 
References 
2
0.37
12
Authors
4
Name
Order
Citations
PageRank
Rong Wang1101.16
Minli Yao222217.30
Daoming Zhang3333.46
Hongxing Zou413913.17