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Fast orthonormal PAST algorithm
DOI:10.1109/97.823526.png)
摘要
En 中文
This paper elaborates on an orthonormal version of the projection approximation and subspace tracking (PAST) algorithm for fast estimation and tracking of principal subspace or/and principal components of a vector sequence. The orthonormal PAST (OPAST) algorithm guarantees the orthonormality of the weight matrix at each iteration. Moreover, it has a linear complexity like the PAST algorithm and a global convergence property like the natural power (NP) method.
Keyword:
adaptive algorithm
principal component analysis
subspace tracking
期刊
IF:
9.6
论文数:
1.1W
被引数:
1.7W
机构
暂无机构信息
引用论文
TRACKING A FEW EXTREME SINGULAR-VALUES AND VECTORS IN SIGNAL-PROCESSING
PROCEEDINGS OF THE IEEE
IF25.9
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