Title
A Novel Unified and Self-Stabilizing Algorithm for Generalized Eigenpairs Extraction.
Abstract
Generalized eigendecomposition problem has been widely employed in many signal processing applications. In this paper, we propose a unified and self-stabilizing algorithm, which is able to extract the first principal and minor generalized eigenvectors of a matrix pencil of two vector sequences adaptively. Furthermore, we extend the proposed algorithm to extract multiple generalized eigenvectors. T...
Year
DOI
Venue
2017
10.1109/TNNLS.2016.2614130
IEEE Transactions on Neural Networks and Learning Systems
Keywords
Field
DocType
Algorithm design and analysis,Signal processing algorithms,Eigenvalues and eigenfunctions,Covariance matrices,Convergence,Neural networks,Estimation
State vector,Algorithm design,Saddle point,Matrix pencil,Generalized eigenvector,Algorithm,Equilibrium point,Eigendecomposition of a matrix,Mathematics,Eigenvalues and eigenvectors
Journal
Volume
Issue
ISSN
28
12
2162-237X
Citations 
PageRank 
References 
1
0.35
28
Authors
4
Name
Order
Citations
PageRank
Xiaowei Feng131.04
Xiangyu Kong26515.61
Hong-Guang Ma3608.41
Xiao-Sheng Si462346.17