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Quasi-Newton algorithm for adaptive minor component extraction

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3 Author(s)
Shan Ouyang ; Dept. of Commun. & Inf. Eng., Guilin Univ. of Electron. Technol., China ; Ching, P.C. ; Tan Lee

An adaptive quasi-Newton algorithm is first developed to extract a single minor component corresponding to the smallest eigenvalue of a stationary sample covariance matrix. A deflation technique instead of the commonly used inflation method is then applied to extract the higher-order minor components. The algorithm enjoys the advantage of having a simpler computational complexity and a highly modular and parallel structure for efficient implementation. Simulation results are given to demonstrate the effectiveness of the proposed algorithm for extracting multiple minor components adaptively

Published in:

Electronics Letters  (Volume:38 ,  Issue: 19 )