自适应拟牛顿子空间跟踪算法分析
Analysis of adaptive quasi-newton algorithm for eigensubspace tracking
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摘要: 该文对自适应拟牛顿子空间跟踪算法进行了详细分析，证明了其本质上类似于幂法，但一般来说暂态性能劣于幂法。给出了在相邻数据之间只做一次迭代时特征值、特征向量估计的误差，计算机仿真结果证明了该文分析的正确性。Abstract: In this paper, an adaptive quasi-Newton algorithm for eigensubspace estimation is analysed and proved. This algorithm is similar to power method, but its transient performance is poor than power method. Assuming one iteration to be done between snapshots, the error between estimated and true eigenpairs is obtained. The simulation results show the correct of the analysis in this paper.
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