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
收藏
页码：116 / 119
页数：4
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