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CCF National Conference on Computer Engineering and Technology

NCCET 2012: Computer Engineering and Technology pp 253–261Cite as

On Stepsize of Fast Subspace Tracking Methods

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Part of the book series: Communications in Computer and Information Science ((CCIS,volume 337))

Abstract

Adjusting stepsize between convergence rate and steady state error level or stability is a problem in some subspace tracking schemes. Methods in DPM or Oja class may sometimes show sparks in their steady state error, even with a rather small stepsize. By a study on the schemes’ updating routine, it is found that the update does not happen to all of basis vectors but to a specific vector, if a proper basis is chosen to describe the estimated subspace. The vector moves only in a plane which is defined by the new input and pervious estimation. Through analyzing the vectors relationship in that plane, the movement of that vector is constricted to a reasonable range as an amendment on the algorithms to fix the sparks problem. The simulation confirms it eliminates the sparks.

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Author information

Authors and Affiliations

  1. School of Electron. Sci. & Eng., Nat. Univ. of Defense Technol., Changsha, Chine

    Zhu Cheng, Zhan Wang & Haitao Liu

  2. Department of ECE, University of Windsor, Windsor, ON, Canada

    Zhu Cheng & Majid Ahmadi

Authors
  1. Zhu Cheng
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  2. Zhan Wang
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  3. Haitao Liu
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  4. Majid Ahmadi
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Editor information

Editors and Affiliations

  1. School of Computer Science, national University of Defense Technology, 410073, Changsha, Hunan, P.R. China

    Weixia Xu

  2. School of Computer Science, National University of Defense Technology, 410073, Changsha, Hunan, P.R. China

    Liquan Xiao , Pingjing Lu  & Jinwen Li ,  & 

  3. School of Computer Sciende, National University of Defense Technology, 410073, Changsha, Hunan, P.R. China

    Chengyi Zhang

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© 2013 Springer-Verlag Berlin Heidelberg

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Cheng, Z., Wang, Z., Liu, H., Ahmadi, M. (2013). On Stepsize of Fast Subspace Tracking Methods. In: Xu, W., Xiao, L., Lu, P., Li, J., Zhang, C. (eds) Computer Engineering and Technology. NCCET 2012. Communications in Computer and Information Science, vol 337. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-35898-2_27

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  • DOI: https://doi.org/10.1007/978-3-642-35898-2_27

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-35897-5

  • Online ISBN: 978-3-642-35898-2

  • eBook Packages: Computer ScienceComputer Science (R0)

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