DocumentCode
431881
Title
Yet another subspace tracker
Author
Badeau, Roland ; David, Bertrand ; Richard, Gaël
Author_Institution
Departement TSI, Telecom Paris, France
Volume
4
fYear
2005
fDate
18-23 March 2005
Abstract
The paper introduces a new algorithm for tracking the dominant subspace of the correlation matrix associated with time series. This algorithm greatly outperforms many well-known subspace trackers in terms of subspace estimation. Moreover, it guarantees the orthonormality of the subspace weighting matrix at each iteration, and reaches the lowest complexity found in the literature.
Keywords
computational complexity; correlation methods; iterative methods; matrix algebra; parameter estimation; signal processing; time series; tracking; adaptive filtering; complexity; correlation matrix; dominant subspace tracking; iteration; parameter estimation; signal processing; source localization; subspace estimation; subspace weighting matrix; time series; Adaptive filters; Computational efficiency; Data analysis; Eigenvalues and eigenfunctions; Parameter estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on
ISSN
1520-6149
Print_ISBN
0-7803-8874-7
Type
conf
DOI
10.1109/ICASSP.2005.1416012
Filename
1416012
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