Title

A Geometric Proof For Subspace Tracking Theorems

Abstract

Existing subspace tracking theorems play an important role in obtaining recursive subspace estimation algorithms. In this paper a novel proof to the subspace tracking theorems proposed in [1] is presented which, not only gives a new geometric interpretation to such results based on the projection theory, but also extends those theorems to a system with a more general class of system noise. In particular, we introduce a unified procedure to analyze three different systems: noise free, with spatially white noises, and with colored noises. Finally, we show that spatially white noise does not cause any bias on the subspace tracking while the colored noise may in general deteriorate the quality of such a tracking.

Publication Date

12-1-2003

Publication Title

Proceedings of the IEEE Conference on Decision and Control

Volume

5

Number of Pages

4527-4532

Document Type

Article; Proceedings Paper

Personal Identifier

scopus

Socpus ID

1542380067 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/1542380067

This document is currently not available here.

Share

COinS