Stability and convergence analysis of the YAST subspace tracking algorithm

The YAST (Yet Another Subspace Tracker) family algorithms were known for their exceptional convergence rate, compared to other subspace tracking algorithms. A proof for the numerical stability, in respect to orthogonality, of the last version of the YAST algorithm is presented in [4], and it is claimed that “a sudden loss of orthogonality” has made the… (More)