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A Square-Root Forward Backward Correlation-based Projection Approximation for Subspace Tracking  

Lim, June-Seok (Dept. of Electronics Eng., Sejong University)
Pyeon, Yong-Kug (Dept. of Information & Communication, GangWon Provincial College)
Publication Information
전자공학회논문지 IE / v.48, no.1, 2011 , pp. 7-15 More about this Journal
Abstract
In this paper, we propose a correlation-based subspace estimation technique, which is called square-root forward/backward correlation-based projection approximation subspace tracking(SRFB-COPAST). The SRFB-COPAST utilizes the forward and backward correlation matrix as well as square-root recursive matrix update in projection approximation approach to develop the subspace tracking algorithm. With the projection approximation, the square-root recursive FB-COPAST is presented. The proposed algorithm has the better performance than the recently developed COPAST method.
Keywords
Subspace Estimation; PAST; COPAST; Square-Root Update;
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