NDLI: A Novel Orthonormalization Matrix Based Fast and Stable DPM Algorithm for Principal and Minor Subspace Tracking

Content Provider	IEEE Xplore Digital Library
Author	Rong Wang Minli Yao Daoming Zhang Hongxing Zou
Copyright Year	1991
Abstract	We note that the well-known Fast Rayleigh's quotient-based Adaptive Noise Subspace (FRANS), FRANS with Householder transformation (HFRANS), and fast data projection method (FDPM) algorithms all inherit from the data projection method (DPM) algorithm, but with different orthonormalization matrices. Starting from the DPM, we analyze the orthonormalization matrices of all these algorithms and develop a novel orthonormalization matrix for our algorithm. Based on this novel orthonormalization matrix, a fast and stable implementation of the DPM algorithm which has the merits of both the FRANS and FDPM approaches is investigated for principal and minor subspace tracking. The proposed algorithm can switch between the principal and minor subspace tracking with a simple sign change of its step size parameter. Moreover, it reaches the 3np lower bound of the dominant complexity and guarantees the orthonormality of the tracked subspace. The numerical stability of our algorithm is established theoretically and tested numerically. The strengths and weaknesses of the proposed algorithm to some existing subspace tracking algorithms are demonstrated using a de facto benchmark example. Simulation results are presented to demonstrate the effectiveness of the tracking algorithm advocated.
Sponsorship	IEEE Signal Processing Society
Starting Page	466
Ending Page	472
Page Count	7
File Size	562533
File Format	PDF
ISSN	1053587X
Volume Number	60
Issue Number	1
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-01-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Signal processing algorithms Complexity theory Numerical stability Algorithm design and analysis Approximation algorithms Steady-state Covariance matrix subspace tracking orthonormality orthonormalization matrix
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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