Fast algorithms for subspace tracking

doi:10.1109/97.928678

2001-07-01

PRE

Karim Abed‐Meraim

DOI：10.1109/97.928678

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摘要

En 中文

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.

Keyword:

numerical stability

normalized Oja

Oja's algorithm

orthogonal Oja

subspace estimation

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期刊

IEEE Signal Processing Magazine

IF:

9.6

论文数:

1.1W

被引数:

1.7W

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