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Stable and Orthonormal OJA Algorithm With Low Complexity | IEEE Journals & Magazine | IEEE Xplore

Stable and Orthonormal OJA Algorithm With Low Complexity


Abstract:

In this letter, a stable and orthonormal version of the OJA algorithm (SOOJA) is investigated for principal and minor subspace extraction and tracking. The new algorithm ...Show More

Abstract:

In this letter, a stable and orthonormal version of the OJA algorithm (SOOJA) is investigated for principal and minor subspace extraction and tracking. The new algorithm presented here guarantees the orthonormality of the weight matrix at each iteration through a novel orthonormalization method. Moreover, it obtains both a high numerical stability and a low computational complexity. The superiority of the proposed algorithm to some existing subspace tracking algorithms is demonstrated using a classical example. Simulation results confirm the veracity of the subspace tracking algorithm advocated.
Published in: IEEE Signal Processing Letters ( Volume: 18, Issue: 4, April 2011)
Page(s): 211 - 214
Date of Publication: 28 January 2011

ISSN Information:


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