An Efficient Adaptive Minor Subspace Extraction Using Exact Nested Orthogonal Complement Structure

Authors:
Masaki Misono;Isao Yamada
Affiliations:
-;-
Venue:
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Year:
2008

Citing 6
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Abstract

This paper presents a new adaptive minor subspace extraction algorithm based on an idea of Peng and Yi ('07) for approximating the single minor eigenvector of a covariance matrix. By utilizing the idea inductively in the nested orthogonal complement subspaces, the proposed algorithm succeeds to relax the numerical sensitivity which has been annoying conventional adaptive minor subspace extraction algorithms for example, Oja algorithm ('82) and its stabilized version: O-Oja algorithm ('02). Simulation results demonstrate that the proposed algorithm realizes more stable convergence than O-Oja algorithm.