A fast on-line generalized eigendecomposition algorithm for time series segmentation

IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium, AS-SPCC 2000

Volumn , Issue , 2000, Pages 266-271

  Rao, Y N ^a   Principe, J C ^a  

^a J Crayton Pruitt Family Department of Biomedical Engineering   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE CONTROL SYSTEMS; ADAPTIVE SYSTEMS; ALGORITHMS; BENCHMARKING; ITERATIVE METHODS; TIME SERIES;

CHAOTIC TIME SERIES; EIGENCOMPONENTS; GENERALIZED EIGEN DECOMPOSITION; GENERALIZED LIKELIHOOD RATIO TEST; ITS APPLICATIONS; POWER METHOD; TIME-SERIES SEGMENTATION;

SIGNAL PROCESSING;

EID: 84962385194     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ASSPCC.2000.882483     Document Type: Conference Paper

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