An adaptive quasi-Newton algorithm for eigensubspace estimation

DOI10.1109/78.886996zbMath1058.93053OpenAlexW2161943211MaRDI QIDQ2734429

Zhengjiu Kang, Chanchal Chatterjee, Vwani P. Roychowdhury

Publication date: 16 December 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.886996

zbMATH Keywords

computational complexityprincipal component analysisquasi-Newton adaptive algorithm

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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