Yast Algorithm for Minor Subspace Tracking | IEEE Conference Publication | IEEE Xplore

Yast Algorithm for Minor Subspace Tracking


Abstract:

This paper introduces a new algorithm for tracking the minor subspace of the correlation matrix associated with time series. This algorithm is shown to have a better conv...Show More

Abstract:

This paper introduces a new algorithm for tracking the minor subspace of the correlation matrix associated with time series. This algorithm is shown to have a better convergence rate than existing methods. Moreover, it guarantees the orthonormality of the subspace weighting matrix at each iteration, and reaches a linear complexity
Date of Conference: 14-19 May 2006
Date Added to IEEE Xplore: 24 July 2006
Print ISBN:1-4244-0469-X

ISSN Information:

Conference Location: Toulouse, France
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