کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
561700 875321 2009 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The fast recursive row-Householder subspace tracking algorithm
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
The fast recursive row-Householder subspace tracking algorithm
چکیده انگلیسی

We introduce a new sequential algorithm for tracking the principal subspace and, optionally, the rr dominant eigenvalues and associated eigenvectors of an exponentially updated covariance matrix of dimension N×NN×N, where N>rN>r. The method is based on an updated orthonormal-square (QS) decomposition using the row-Householder reduction. This new subspace tracker reaches a dominant complexity of only 3Nr3Nr multiplications per time update for tracking the principal subspace, which is the lower bound in dominant complexity for an algorithm of this kind. The new method is completely reflection based. An updating of inverse matrices is not used.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 89, Issue 12, December 2009, Pages 2514–2528
نویسندگان
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