Yet Another Subspace Tracker
- 11 October 2006
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 4 (15206149) , 329-332
- https://doi.org/10.1109/icassp.2005.1416012
Abstract
The paper introduces a new algorithm for tracking the dominant subspace of the correlation matrix associated with time series. This algorithm greatly outperforms many well-known subspace trackers in terms of subspace estimation. Moreover, it guarantees the orthonormality of the subspace weighting matrix at each iteration, and reaches the lowest complexity found in the literature.Keywords
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