Performances analysis of a Givens parametrized adaptive eigenspace algorithm (Q1274867)
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scientific article; zbMATH DE number 1238662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performances analysis of a Givens parametrized adaptive eigenspace algorithm |
scientific article; zbMATH DE number 1238662 |
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Performances analysis of a Givens parametrized adaptive eigenspace algorithm (English)
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12 January 1999
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subspace tracking
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adaptive eigenspace
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canonic orthonormal eigenbasis estimator
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asymptotic distribution
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asymptotic covariance of eigenvectors estimator
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associated projection matrix estimator
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gradient procedure
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Rayleigh quotients
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Givens parametrization
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convergence
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