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 MoreMetadata
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
Published in: 2006 IEEE International Conference on Acoustics Speech and Signal Processing Proceedings
Date of Conference: 14-19 May 2006
Date Added to IEEE Xplore: 24 July 2006
Print ISBN:1-4244-0469-X
ISSN Information:
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