Title :
Fast algorithms for subspace tracking
Author :
Attallah, Samir ; Abed-Meraim, Karim
Author_Institution :
Centre for Wireless Commun., Nat. Univ. of Singapore, Singapore
fDate :
7/1/2001 12:00:00 AM
Abstract :
We present two normalized versions of Oja´s (1992) 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.
Keywords :
computational complexity; convergence of numerical methods; iterative methods; mean square error methods; numerical stability; signal detection; signal processing; tracking; MSE; Oja algorithm; computational complexity; convergence; iteration; minor subspaces; normalized Oja algorithm; normalized orthogonal Oja algorithm; numerical stability; orthogonality; principal subspaces; signal processing; subspace estimation; subspace tracking; vector sequence; Algorithm design and analysis; Computational complexity; Convergence of numerical methods; Covariance matrix; Minimization methods; Multiaccess communication; Multiuser detection; Numerical stability; Performance analysis; Signal processing algorithms;
Journal_Title :
Signal Processing Letters, IEEE
