An adaptive quasi-newton algorithm for eigensubspace estimation

IEEE Transactions on Signal Processing

Volumn 48, Issue 12, 2000, Pages 3328-3333

  Kang, Zhengjiu ^a   Chatterjee, Chanchal ^a   Roychowdhury, Vwani P ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Adaptive estimation; Deflation; Eigen subspace; Principal component

Indexed keywords

COVARIANCE MATRIX; EIGENSUBSPACE ESTIMATION; HESSIAN APPROXIMATION; QUASI-NEWTON ALGORITHM; RECURSIVE LEAST SQUARES ALGORITHMS;

ADAPTIVE ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; PARAMETER ESTIMATION; PRINCIPAL COMPONENT ANALYSIS; RECURSIVE FUNCTIONS; THEOREM PROVING;

SIGNAL THEORY;

EID: 0034514504     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.886996     Document Type: Article

References (6)

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