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Conference Papers Year : 2006

YAST Algorithm for Minor Subspace Tracking


This paper introduces a new algorithm for tracking the minor subspace of the correlation matrix associated with time series. This algorithm is shown to have a better convergence rate than existing methods. Moreover, it guarantees the orthonormality of the subspace weighting matrix at each iteration, and reaches a linear complexity.
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hal-00479782 , version 1 (02-05-2010)


  • HAL Id : hal-00479782 , version 1


Roland Badeau, Bertrand David, Gael Richard. YAST Algorithm for Minor Subspace Tracking. International Conference on Acoustics, Speech, and Signal Processing ICASSP'06, 2006, Toulouse, France. pp.552-555. ⟨hal-00479782⟩
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