TY - GEN
T1 - Approximated power iterations for fast subspace tracking
AU - Badeau, Roland
AU - Richard, Gaël
AU - David, Bertrand
AU - Abed-Meraim, Karim
PY - 2003/1/1
Y1 - 2003/1/1
N2 - 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.
AB - 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.
UR - https://www.scopus.com/pages/publications/66749162295
U2 - 10.1109/ISSPA.2003.1224944
DO - 10.1109/ISSPA.2003.1224944
M3 - Conference contribution
AN - SCOPUS:66749162295
SN - 0780379462
SN - 9780780379466
T3 - Proceedings - 7th International Symposium on Signal Processing and Its Applications, ISSPA 2003
SP - 583
EP - 586
BT - Proceedings - 7th International Symposium on Signal Processing and Its Applications, ISSPA 2003
PB - IEEE Computer Society
T2 - 7th International Symposium on Signal Processing and Its Applications, ISSPA 2003
Y2 - 1 July 2003 through 4 July 2003
ER -