Fast orthonormal PAST algorithm

被引：158

作者：

Abed-Meraim, K ^{[1
]}

Chkeif, A

Hua, Y

机构：

[1] Telecom Paris, TSI, Paris 13, France

[2] Univ Melbourne, Dept Elect Engn, Parkville, Vic 3052, Australia

来源：

IEEE SIGNAL PROCESSING LETTERS | 2000年 / 7卷 / 03期

关键词：

adaptive algorithm; principal component analysis; subspace tracking;

D O I：

10.1109/97.823526

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 [电气工程]; 0809 [电子科学与技术];

摘要：

This paper elaborates on an orthonormal version of the projection approximation and subspace tracking (PAST) algorithm for fast estimation and tracking of principal subspace or/and principal components of a vector sequence. The orthonormal PAST (OPAST) algorithm guarantees the orthonormality of the weight matrix at each iteration. Moreover, it has a linear complexity like the PAST algorithm and a global convergence property like the natural power (NP) method.

引用

页码：60 / 62

页数：3

共 10 条

[1]

CHKEIF A, 1998, IEEE T COMMUN DEC

[2]

TRACKING A FEW EXTREME SINGULAR-VALUES AND VECTORS IN SIGNAL-PROCESSING [J].