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Approximated power iterations for fast subspace tracking

Abstract : This paper introduces a fast implementation of the power iterations method for subspace tracking, based on an approximation less restrictive than the well known projection approximation. This algorithm guarantees the orthonormality of the estimated 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 keeping the same computational complexity.
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https://hal.inria.fr/hal-00945281
Contributor : Roland Badeau <>
Submitted on : Monday, March 24, 2014 - 4:18:47 PM
Last modification on : Tuesday, June 1, 2021 - 10:00:04 AM
Long-term archiving on: : Tuesday, June 24, 2014 - 10:46:46 AM

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  • HAL Id : hal-00945281, version 1

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Roland Badeau, Gael Richard, Bertrand David, Karim Abed-Meraim. Approximated power iterations for fast subspace tracking. Proc. of the 7th International Symposium on Signal Processing and its Applications (ISSPA), 2003, Paris, France. pp.583--586. ⟨hal-00945281⟩

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