Fast and stable YAST algorithm for principal and minor subspace tracking

IEEE Transactions on Signal Processing

Volumn 56, Issue 8 I, 2008, Pages 3437-3446

  Badeau, Roland ^a   Richard, Gaël ^a   David, Bertrand ^a  

^a INSTITUT TELECOM   (France)

Author keywords

Adaptive estimation; Algorithms; Complexity theory; Convergence of numerical methods; Numerical stability; Time series

Indexed keywords

ALGORITHMS; CHLORINE COMPOUNDS; COMPUTER SIMULATION; ERROR ANALYSIS; MATRIX ALGEBRA;

ADAPTIVE ESTIMATION; COMPLEXITY THEORY; CONVERGENCE RATES; DATA CORRELATION MATRIX; LINEAR-COMPLEXITY; LOWER COMPUTATIONAL COST; MINOR SUBSPACE; NUMERICAL SIMULATIONS; NUMERICAL STABILITIES; NUMERICAL STABILITY; SHIFT-INVARIANCE; STEADY-STATE ERRORS; SUBSPACE PROJECTION; SUBSPACE TRACKERS; TIME SERIES; WEIGHTING MATRICES;

CONVERGENCE OF NUMERICAL METHODS;

EID: 48849099311     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2008.925924     Document Type: Article

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