Asymptotic convergence analysis of the projection approximation subspace tracking algorithms

Subspace tracking plays an important role in a variety of adaptive subspace methods. In this paper, we present a theoretical convergence analysis of two recently proposed projection approximation subspace tracking algorithms (PAST and PASTd). By invoking Ljung's ordinary differential equation a...

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Bibliographic Details

Published in:	Signal processing Vol. 50; no. 1; pp. 123 - 136
Main Author:	Yang, Bin
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.04.1996
Subjects:	Array signal processing Convergence analysis Recursive estimation Subspace methods Array signal processing Subspace methods Recursive estimation Convergence analysis
ISSN:	0165-1684, 1872-7557
Online Access:	Get full text
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