Orthogonal Oja algorithm

被引：41

作者：

Abed-Meraim, K ^{[1
]}

Attallah, S

Chkeif, A

Hua, Y

机构：

[1] Telecom Paris, Paris 13, France

[2] Natl Univ Singapore, Ctr Wireless Commun, Singapore 117548, Singapore

[3] Univ Melbourne, Dept Elect Engn, Parkville, Vic 3052, Australia

来源：

IEEE SIGNAL PROCESSING LETTERS | 2000年 / 7卷 / 05期

关键词：

householder transform; numerical stability; Oja algorithm; subspace estimation;

D O I：

10.1109/97.841157

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this letter, we propose an orthogonalized version of the Oja algorithm (OOja) that can be used for the estimation of minor and principal subspaces of a vector sequence. The new algorithm offers, as compared to Oja, such advantages as orthogonality of the weight matrix, which is ensured at each iteration, numerical stability, and a quite similar computational complexity.

引用

页码：116 / 119

页数：4

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