Performances analysis of a Givens parametrized adaptive eigenspace algorithm

Abstract

In this paper, we address an adaptive estimation method for eigenspaces of covariance matrices. We are interested in a gradient procedure based on coupled maximizations or minimizations of Rayleigh quotients where the constraints are replaced by a Givens parametrization. This enables us to provide a canonic orthonormal eigenbasis estimator. We study the… (More)
DOI: 10.1016/S0165-1684(98)00059-0

Topics

7 Figures and Tables

Cite this paper

@article{Delmas1998PerformancesAO, title={Performances analysis of a Givens parametrized adaptive eigenspace algorithm}, author={Jean Pierre Delmas}, journal={Signal Processing}, year={1998}, volume={68}, pages={87-105} }