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
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