Title :
Convergence analysis of the subspace tracking algorithms PAST and PASTd
Author_Institution :
Dept. of Electr. Eng., Ruhr-Univ., Bochum, Germany
Abstract :
We prove the asymptotic convergence of the subspace tracking (stochastic approximation) algorithms PAST and PASTd. We also present new results about their asymptotic convergence rate. First we review the algorithms. Then we derive the corresponding ordinary differential equation (ODE). The convergence behaviour established by studying the asymptotically stable equilibrium states of the ODE, and the computer simulation results are shown
Keywords :
approximation theory; convergence of numerical methods; difference equations; signal processing; stochastic processes; tracking; PAST; PASTd; asymptotic convergence; asymptotic convergence rate; computer simulation results; convergence analysis; ordinary differential equation; signal subspace; stochastic approximation algorithms; subspace tracking algorithms; Computational complexity; Computer simulation; Convergence; Differential equations; Eigenvalues and eigenfunctions; Frequency; Image converters;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Print_ISBN :
0-7803-3192-3
DOI :
10.1109/ICASSP.1996.544206
