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IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications
Article . 1999 . Peer-reviewed
License: IEEE Copyright
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Analysis of a class of continuous-time algorithms for principal component analysis and subspace tracking

Authors: Dehaene, Jeroen; Moonen, Marc; Vandewalle, Joos;

Analysis of a class of continuous-time algorithms for principal component analysis and subspace tracking

Abstract

Summary: We give a new analysis of a class of continuous-time subspace tracking algorithms, related to a number of discrete-time algorithms, such as stochastic gradient algorithms, spherical subspace trackers, and a new discrete-time algorithm based on one of the continuous-time algorithms. Using formulas for tracking the singular value decomposition of a time-varying matrix, we show attraction to orthogonality of the matrix representing the subspace estimate, and we analyze the evolution of the canonical angles between the subspace estimate and the subspace to be estimated.

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Keywords

Signal theory (characterization, reconstruction, filtering, etc.), principal component analysis, singular value decomposition, continuous-time subspace tracking algorithms, discrete-time algorithm

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
6
Average
Average
Average
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