Affine projection subspace tracking

Abstract

© 2021 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.In this paper, we consider the problem of estimating and tracking an R-dimensional subspace with relevant information embedded in an N-dimensional ambient space, given that N>>R. We focus on a formulation of the signal subspace that interprets the problem as a least squares optimization. The approach we present relies on the geometrical concepts behind the Affine Projection Algorithms (APA) family to obtain the Affine Projection Subspace Tracking (APST) algorithm. This on-line solution possesses various desirable tracking capabilities, in addition to a high degree of configurability, making it suitable for a large range of applications with different convergence speed and computational complexity requirements. The APST provides a unified framework that generalises other well-known techniques, such as Oja’s rule and stochastic gradient based methods for subspace tracking. This algorithm is finally tested in a few synthetic scenarios against other classical adaptive methods.This work has been supported by the Spanish Ministry of Science and Innovation through project RODIN (PID2019-105717RB-C22 / AEI / 10.13039/501100011033) and by the Catalan Government (AGAUR) under grant 2017 SGR 578.Peer ReviewedPostprint (author's final draft