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

页码：203 / 206

页数：4

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