Fast algorithms for subspace tracking

被引：55
|
作者：
Attallah, S
Abed-Meraim, K
机构：
[1] Natl Univ Singapore, Ctr Wireless Commun, Singapore 117674, Singapore
[2] Telecom Paris, TSI Dept, Paris 13, France
来源：
IEEE SIGNAL PROCESSING LETTERS | 2001年 / 8卷 / 07期
关键词：
numerical stability; normalized Oja; Oja's algorithm; orthogonal Oja; subspace estimation;
D O I：
10.1109/97.928678
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 ; 0809 ;
摘要：
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 subspaces 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.
引用
收藏
页码：203 / 206
页数：4
相关论文
共 50 条
  • [1] Two algorithms for fast approximate subspace tracking
    Sign. Proc. Ctr. Technol., Sanders, Lockheed Martin Company, Nashua, NH 03061-0868, United States
    IEEE Trans Signal Process, 7 (1936-1945):
  • [2] Two algorithms for fast approximate subspace tracking
    Real, EC
    Tufts, DW
    Cooley, JW
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1999, 47 (07) : 1936 - 1945
  • [3] Fast recursive orthogonal iteration subspace tracking algorithms and applications
    Strobach, P
    SIGNAL PROCESSING, 1997, 59 (01) : 73 - 100
  • [4] Robust subspace tracking algorithms using fast adaptive Mahalanobis distance
    Viet-Dung Nguyen
    Nguyen Linh Trung
    Abed-Meraim, Karim
    SIGNAL PROCESSING, 2022, 195
  • [5] Fast approximate subspace tracking (FAST)
    Tufts, DW
    Real, EC
    Cooley, JW
    1997 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS I - V: VOL I: PLENARY, EXPERT SUMMARIES, SPECIAL, AUDIO, UNDERWATER ACOUSTICS, VLSI; VOL II: SPEECH PROCESSING; VOL III: SPEECH PROCESSING, DIGITAL SIGNAL PROCESSING; VOL IV: MULTIDIMENSIONAL SIGNAL PROCESSING, NEURAL NETWORKS - VOL V: STATISTICAL SIGNAL AND ARRAY PROCESSING, APPLICATIONS, 1997, : 547 - 550
  • [6] Fast and stable subspace tracking
    Doukopoulos, Xenofon G.
    Moustakides, George V.
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2008, 56 (04) : 1452 - 1465
  • [7] Designing orthonormal subspace tracking algorithms
    Douglas, SC
    Sun, X
    CONFERENCE RECORD OF THE THIRTY-FOURTH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS & COMPUTERS, 2000, : 1441 - 1445
  • [8] Subspace algorithms for synchronization and tracking in CDMA
    Joutsensalo, J
    Lilleberg, J
    Hottinen, A
    Karhunen, J
    FIRST IEEE SIGNAL PROCESSING WORKSHOP ON SIGNAL PROCESSING ADVANCES IN WIRELESS COMMUNICATIONS, 1997, : 369 - 372
  • [9] A class of subspace tracking algorithms based on approximation of the noise-subspace
    Gustafsson, T
    MacInnes, CS
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2000, 48 (11) : 3231 - 3235
  • [10] Low cost sparse subspace tracking algorithms
    Lassami, Nacerredine
    Aissa-El-Bey, Abdeldjalil
    Abed-Meraim, Karim
    SIGNAL PROCESSING, 2020, 173
12345