Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4973822 | Digital Signal Processing | 2017 | 12 Pages |
Abstract
A fast adaptive parallel factor (PARAFAC) decomposition algorithm is proposed for a class of third-order tensors that have one dimension growing linearly with time. It is based on an alternating least squares approach in conjunction with a Newton-type optimization technique. By preserving the Khatri-Rao product and exploiting the reduced-rank update structure of the estimated subspace at each time instant, the algorithm achieves linear complexity and superior convergence performance. A modified version of the algorithm is also proposed to deal with the non-negative constraint. In addition, parallel implementation issues are investigated. Finally, the performance of the algorithm is numerically studied and compared to several state-of-the-art algorithms.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Viet-Dung Nguyen, Karim Abed-Meraim, Nguyen Linh-Trung,