• Corpus ID: 17086438

An Amendment of Fast Subspace Tracking Methods

@article{Cheng2011AnAO,
  title={An Amendment of Fast Subspace Tracking Methods},
  author={Zhu Cheng and Zhan Wang and Haitao Liu and Majid Ahmadi},
  journal={arXiv: Numerical Analysis},
  year={2011}
}
Tuning stepsize between convergence rate and steady state error level or stability is a problem in some subspace tracking schemes. Methods in DPM and OJA class may show sparks in their steady state error sometimes, even with a rather small stepsize. By a study on the schemes' updating formula, it is found that the update only happens in a specific plane but not all the subspace basis. Through an analysis on relationship between the vectors in that plane, an amendment as needed is made on the… 

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References

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