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Yast Algorithm for Minor Subspace Tracking

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3 Author(s)
R. Badeau ; Télécom Paris - Département TSI 46 rue Barrault - 75634 PARIS cedex 13 ; B. David ; G. Richard

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

Published in:

2006 IEEE International Conference on Acoustics Speech and Signal Processing Proceedings  (Volume:3 )

Date of Conference:

14-19 May 2006