Approximated power iterations for fast subspace tracking - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2003

Approximated power iterations for fast subspace tracking

Abstract

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.
Fichier principal
Vignette du fichier
isspa-03.pdf (134.28 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00945281 , version 1 (24-03-2014)

Identifiers

  • HAL Id : hal-00945281 , version 1

Cite

Roland Badeau, Gael Richard, Bertrand David, Karim Abed-Meraim. Approximated power iterations for fast subspace tracking. Proc. of the 7th International Symposium on Signal Processing and its Applications (ISSPA), 2003, Paris, France. pp.583--586. ⟨hal-00945281⟩
153 View
354 Download

Share

Gmail Facebook X LinkedIn More