DocumentCode
1409696
Title
An adaptive quasi-Newton algorithm for eigensubspace estimation
Author
Kang, Zhengjiu ; Chatterjee, Chanchal ; Roychowdhury, Vwani P.
Author_Institution
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
Volume
48
Issue
12
fYear
2000
fDate
12/1/2000 12:00:00 AM
Firstpage
3328
Lastpage
3333
Abstract
We derive and discuss a new adaptive quasi-Newton eigen-estimation algorithm and compare it with the RLS-type adaptive algorithms and the quasi-Newton algorithm proposed by Mathew et al. (1995) through experiments with stationary and nonstationary data.
Keywords
Newton method; adaptive estimation; adaptive signal processing; convergence of numerical methods; eigenvalues and eigenfunctions; principal component analysis; RLS-type adaptive algorithms; adaptive quasi-Newton eigen-estimation algorithm; convergence analysis; eigensubspace estimation; experiments; nonstationary data; principal component analysis; stationary data; Adaptive algorithm; Algorithm design and analysis; Approximation algorithms; Cost function; Covariance matrix; Eigenvalues and eigenfunctions; Neural networks; Optimization methods; Principal component analysis; Symmetric matrices;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.886996
Filename
886996
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