Analysis of adaptive quasi-newton algorithm for eigensubspace tracking

Ma Changzheng; Wu Welling

Volume 25 Issue 2

Feb. 2003

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Ma Changzheng, Wu Welling. Analysis of adaptive quasi-newton algorithm for eigensubspace tracking[J]. Journal of Electronics & Information Technology, 2003, 25(2): 200-205.

Citation:

Ma Changzheng, Wu Welling. Analysis of adaptive quasi-newton algorithm for eigensubspace tracking[J]. Journal of Electronics & Information Technology, 2003, 25(2): 200-205.

Ma Changzheng, Wu Welling. Analysis of adaptive quasi-newton algorithm for eigensubspace tracking[J]. Journal of Electronics & Information Technology, 2003, 25(2): 200-205.

Citation:

Ma Changzheng, Wu Welling. Analysis of adaptive quasi-newton algorithm for eigensubspace tracking[J]. Journal of Electronics & Information Technology, 2003, 25(2): 200-205.

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Analysis of adaptive quasi-newton algorithm for eigensubspace tracking

Received Date: 2001-03-15
Rev Recd Date: 2001-08-13
Publish Date: 2003-02-19

Abstract

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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References(1)

References

Yang Bin, Projection approximation subspace tracking, IEEE Trans. On SP, 1995, (43)1, 95-107.[2]G. Mathew, V. U. Reddy, Orthogonal eigensubspace estimation using neural networkings, IEEETrans. On SP, 1994, (42)7, 1803-1811.[3]G. Mathew, V. U. Reddy, S. Dasgupta, Adaptive estimation of eigensubspace, IEEE Trans. on SP, 1995, (43)2,401-411.[4]Z.J. Kang, et al, An adaptive quasi-Newton algorithm for eigensubspace estimation, IEEE. Trans.on SP, 2000, (48)12, 3328-3333.[5]P. Strobach, Square-root QR inverse iteration for tracking the minor subspace, IEEE Trans. on SP, 2000, (48)11, 2994-2999.[6]F. Chatelin, Spectral Approximation of Linear Operators, New York, Academic Press Inc, 1983,1-84.

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