快速子空间跟踪的近似功率迭代

Seventh International Symposium on Signal Processing and Its Applications, 2003. Proceedings. Pub Date : 2003-07-01 DOI:10.1109/ISSPA.2003.1224944

R. Badeau, G. Richard, B. David, K. Abed-Meraim

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引用次数: 24

摘要

本文介绍了一种快速实现子空间跟踪的幂次迭代方法，该方法基于一种比众所周知的投影近似约束更少的近似。该算法保证了每次迭代估计的子空间加权矩阵的正交性，并满足全局和指数收敛性。此外，它还优于许多与功率方法相关的子空间跟踪器，如PAST。NIC, NP3和OPAST，同时保持相同的计算复杂度。

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Approximated power iterations for fast subspace tracking

This paper introduces a fast implementation of the power iterations method for subspace tracking, based on an approximation less restrictive than the well-known projection approximation. This algorithm guarantees the orthonormality of the estimated subspace-weighting matrix at each iteration, and satisfies a global and exponential convergence property. Moreover, it outperforms many subspace trackers related to the power method, such as PAST. NIC, NP3 and OPAST, while keeping the same computational complexity.

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Seventh International Symposium on Signal Processing and Its Applications, 2003. Proceedings.

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