Convergence analysis of the subspace tracking algorithms PAST and PASTd

@article{Yang1996ConvergenceAO,
  title={Convergence analysis of the subspace tracking algorithms PAST and PASTd},
  author={Bin Yang},
  journal={1996 IEEE International Conference on Acoustics, Speech, and Signal Processing Conference Proceedings},
  year={1996},
  volume={3},
  pages={1759-1762 vol. 3}
}
We prove the asymptotic convergence of the subspace tracking (stochastic approximation) algorithms PAST and PASTd. We also present new results about their asymptotic convergence rate. First we review the algorithms. Then we derive the corresponding ordinary differential equation (ODE). The convergence behaviour established by studying the asymptotically stable equilibrium states of the ODE, and the computer simulation results are shown. 

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References

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SHOWING 1-2 OF 2 REFERENCES

Gersemsky, “Asymptotic distribution of recursive subspace estimators,

F. B. Yang
  • in P m . IEEE ICASSP, (Atlanta),
  • 1996

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