1 research outputs found
An Amendment of Fast Subspace Tracking Methods
Tuning stepsize between convergence rate and steady state error level or
stability is a problem in some subspace tracking schemes. Methods in DPM and
OJA class may show sparks in their steady state error sometimes, even with a
rather small stepsize. By a study on the schemes' updating formula, it is found
that the update only happens in a specific plane but not all the subspace
basis. Through an analysis on relationship between the vectors in that plane,
an amendment as needed is made on the algorithm routine to fix the problem by
constricting the stepsize at every update step. The simulation confirms
elimination of the sparks.Comment: 4 pages, 3 figure