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Yast algorithm for minor subspace tracking

  • Telecom Paris

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

13 Citations (Scopus)

Abstract

This paper introduces a new algorithm for tracking the minor subspace of the correlation matrix associated with time series. This algorithm is shown to have a better convergence rate than existing methods. Moreover, it guarantees the orthonormality of the subspace weighting matrix at each iteration, and reaches a linear complexity.

Original languageEnglish
Title of host publication2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings
PagesIII552-III555
Publication statusPublished - 1 Dec 2006
Event2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006 - Toulouse, France
Duration: 14 May 200619 May 2006

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume3
ISSN (Print)1520-6149

Conference

Conference2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006
Country/TerritoryFrance
CityToulouse
Period14/05/0619/05/06

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