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Suivi d'espace dominant par la méthode des puissances itérées

Abstract : This paper introduces a sliding window version of the API subspace tracker. This algorithm is derived from the power iterations method, and relies on an approximation less restrictive than the well known projection approximation. It guarantees the orthonormality of the subspace weighting matrix at each iteration, and satisfies a global and exponential convergence property. Moreover, it outperforms many subspace trackers related to the power method, such as PAST, NIC, NP3 and OPAST, while having the same computational complexity. Our numerical simulations have shown the interest of using a sliding window: the algorithm offers a much faster tracking response to abrupt signal variations.
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https://hal.inria.fr/hal-00945238
Contributor : Roland Badeau <>
Submitted on : Monday, March 24, 2014 - 3:44:56 PM
Last modification on : Wednesday, October 14, 2020 - 1:11:49 PM
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  • HAL Id : hal-00945238, version 1

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Roland Badeau, Gael Richard, Bertrand David. Suivi d'espace dominant par la méthode des puissances itérées. Actes du colloque GRETSI, 2003, Paris, France. pp.137--140. ⟨hal-00945238⟩

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