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

DOI10.1109/81.751309zbMath0952.94001OpenAlexW2163896430MaRDI QIDQ4505179

Jeroen Dehaene, Joos Vandewalle, Marc Moonen

Publication date: 26 September 2000

Published in: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/81.751309

zbMATH Keywords

singular value decompositionprincipal component analysisdiscrete-time algorithmcontinuous-time subspace tracking algorithms

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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