Title :
Local stability analysis and hardware realization of an eigenvector tracking algorithm
Author :
Xu, Fan ; Willson, Alan N., Jr.
Author_Institution :
Dept. of Electr. Eng., California Univ., Los Angeles, CA, USA
Abstract :
We present a mathematical analysis of the DPAST algorithm for estimating the dominant eigenvector of a data correlation matrix. It is shown that delayed updating does not affect the algorithm´s local stability. A high-speed and division-free implementation of the algorithm is also discussed. Furthermore, we give simulation results for the algorithm
Keywords :
VLSI; digital signal processing chips; eigenvalues and eigenfunctions; mathematical analysis; matrix algebra; pipeline processing; stability; tracking; DPAST algorithm; DSP chip; data correlation matrix; delayed PAST algorithm; division-free implementation; dominant eigenvector estimation; eigenvector tracking algorithm; hardware realization; high-speed implementation; local stability analysis; step-size approximation; Computational modeling; Convergence; Cost function; Delay; Eigenvalues and eigenfunctions; Finite impulse response filter; Hardware; Mathematical analysis; Signal processing; Stability analysis;
Conference_Titel :
Circuits and Systems, 2001. ISCAS 2001. The 2001 IEEE International Symposium on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6685-9
DOI :
10.1109/ISCAS.2001.921059
