| Paper: | SPTM-P8.2 | ||
| Session: | Adaptive Systems and Filtering II | ||
| Time: | Thursday, May 18, 14:00 - 16:00 | ||
| Presentation: | Poster | ||
| Topic: | Signal Processing Theory and Methods: Adaptive Systems and Filtering | ||
| Title: | YAST Algorithm for Minor Subspace Tracking | ||
| Authors: | Roland Badeau, Bertrand David, Gaël Richard, ENST / TSI, France | ||
| Abstract: | This paper introduces a new algorithm for tracking the minor subspace of the correlation matrix associated with time series. This algorithm is shown to have a better convergence rate than existing methods. Moreover, it guarantees the orthonormality of the subspace weighting matrix at each iteration, and reaches a linear complexity. | ||
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