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YAST Algorithm for Minor Subspace Tracking
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.
Cited literature [9 references]
https://hal-imt.archives-ouvertes.fr/hal-00479782
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Submitted on : Sunday, May 2, 2010 - 4:44:15 PM
Last modification on : Tuesday, March 8, 2022 - 5:46:03 PM
Long-term archiving on: : Thursday, September 16, 2010 - 1:07:18 PM
Contributor : Admin Télécom Paristech Connect in order to contact the contributor
Submitted on : Sunday, May 2, 2010 - 4:44:15 PM
Last modification on : Tuesday, March 8, 2022 - 5:46:03 PM
Long-term archiving on: : Thursday, September 16, 2010 - 1:07:18 PM
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ICASSP-06.pdf
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