Robust Adaptive Modified Newton Algorithm for Generalized Eigendecomposition and Its Application

  • Jian Yang
  • Feng Yang
  • Hong-Sheng Xi
  • Wei Guo
  • Yanmin Sheng
Open Access
Research Article
Part of the following topical collections:
  1. Numerical Linear Algebra in Signal Processing Applications

Abstract

We propose a robust adaptive algorithm for generalized eigendecomposition problems that arise in modern signal processing applications. To that extent, the generalized eigendecomposition problem is reinterpreted as an unconstrained nonlinear optimization problem. Starting from the proposed cost function and making use of an approximation of the Hessian matrix, a robust modified Newton algorithm is derived. A rigorous analysis of its convergence properties is presented by using stochastic approximation theory. We also apply this theory to solve the signal reception problem of multicarrier DS-CDMA to illustrate its practical application. The simulation results show that the proposed algorithm has fast convergence and excellent tracking capability, which are important in a practical time-varying communication environment.

Keywords

Nonlinear Optimization Hessian Matrix Stochastic Approximation Adaptive Modify Nonlinear Optimization Problem 

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Copyright information

© Jian Yang et al. 2007

This article is published under license to BioMed Central Ltd. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Authors and Affiliations

  • Jian Yang
    • 1
  • Feng Yang
    • 1
  • Hong-Sheng Xi
    • 1
  • Wei Guo
    • 1
  • Yanmin Sheng
    • 1
  1. 1.Laboratory of Network Communication System and Control, Department of AutomationUniversity of Science and Technology of ChinaHefeiChina

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