A nonlinear filtering method for geometric subspace tracking

被引：0
|
作者：
Srivastava, A [1 ]
机构：
[1] Florida State Univ, Dept Stat, Tallahassee, FL 32306 USA
来源：
SAM 2000: PROCEEDINGS OF THE 2000 IEEE SENSOR ARRAY AND MULTICHANNEL SIGNAL PROCESSING WORKSHOP | 2000年
关键词：
D O I：
10.1109/SAM.2000.878060
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We formulate the problem of trading principal subspaces as a problem in nonlinear filtering. The subspaces are represented by their complex: projection-matrices, and moving subspaces correspond to trajectories on the Grassmann manifold. Taking a Bayesian approach, we impose a smoothness prior on the subspace rotation. Combining ideas from importance sampling and sequential methods, we apply a recursive Monte Carlo approach to solving for MMSE estimates.
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页码：504 / 508
页数：5
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