Subspace estimation and tracking using enhanced versions of Oja's algorithm

S. Attallah, K. Abed-Meraim
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引用次数: 4

Abstract

We present two normalized versions of the Oja (1992) algorithm (NOja and NOOja) which can be used for the estimation of minor (noise) and principal (signal) subspaces of a vector sequence. The new algorithms offer, as compared to Oja, a faster convergence, a better orthogonality and numerical stability with a slight increase in computational complexity. These algorithms can find many applications, in particular, in wireless communications.
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子空间估计和跟踪使用增强版的Oja算法
我们提出了Oja(1992)算法的两个标准化版本(NOja和NOOja),它们可用于估计向量序列的次要(噪声)和主要(信号)子空间。与Oja相比,新算法提供了更快的收敛性,更好的正交性和数值稳定性,但计算复杂性略有增加。这些算法可以找到许多应用,特别是在无线通信中。
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