Revisiting adaptive signal subspace estimation based on Rayleigh´s quotient

Author

Attallah, Sumir

Author_Institution

Centre for Wireless Commun., Nat. Univ. of Singapore, Singapore

Volume

6

fYear

2001

fDate

2001

Firstpage

4009

Abstract

We propose a new adaptive algorithm for subspace estimation and tracking that is based on Rayleigh´s quotient. This algorithm allows the estimation of the signal subspace of a vector sequence. It has a number of interesting properties such as a low computational complexity, a fast convergence, orthogonality of the subspace vectors which is ensured at each iteration and a good numerical stability. The proposed algorithm outperforms Oja´s algorithm

Keywords

adaptive estimation; adaptive signal processing; computational complexity; convergence of numerical methods; numerical stability; parameter estimation; sequential estimation; vectors; Rayleigh quotient; adaptive signal subspace estimation; computational complexity; convergence; iteration; numerical stability; subspace vector orthogonality; tracking; vector sequence; Adaptive algorithm; Computational complexity; Convergence of numerical methods; Data compression; Iterative algorithms; Matrix decomposition; Neural networks; Numerical stability; Signal processing; Wireless communication;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on

Conference_Location

Salt Lake City, UT

ISSN

1520-6149

Print_ISBN

0-7803-7041-4

Type

conf

DOI

10.1109/ICASSP.2001.940723

Filename

940723