Title
On a Class of Orthonormal Algorithms for Principal and Minor Subspace Tracking
Abstract
This paper elaborates on a new class of orthonormal power-based algorithms for fast estimation and tracking of the principal or minor subspace of a vector sequence. The proposed algorithms are closely related to the natural power method that has the fastest convergence rate among many power-based methods such as the Oja method, the projection approximation subspace tracking (PAST) method, and the novel information criterion (NIC) method. A common feature of the proposed algorithms is the exact orthonormality of the weight matrix at each iteration. The orthonormality is implemented in a most efficient way. Besides the property of orthonormality, the new algorithms offer, as compared to other power based algorithms, a better numerical stability and a linear computational complexity.
Year
DOI
Venue
2002
10.1023/A:1014445221814
VLSI Signal Processing
Keywords
Field
DocType
adaptive algorithm,orthonormality,principal & minor component analysis,subspace tracking
Subspace topology,Orthonormality,Computer science,Algorithm,Orthonormal basis,Rate of convergence,Adaptive algorithm,Numerical stability,Power iteration,Computational complexity theory
Journal
Volume
Issue
ISSN
31
1
0922-5773
Citations 
PageRank 
References 
8
0.57
24
Authors
4
Name
Order
Citations
PageRank
K. Abed-Meraim11962164.99
A. Chkeif2846.16
Y. Hua320919.58
S. Attallah4393.85