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Paper Abstract and Keywords
Presentation 2012-03-09 14:50
A Convergence Analysis of G-NPAST Algorithm for Extracting the First Principal Generalized Eigenvector
Tuan Duong Nguyen, Isao Yamada (Tokyo Inst. of Tech.)
Abstract (in Japanese) (See Japanese page) 
(in English) In our previous work, we established the convergence analysis of the normalized projection approximation subspace tracking (NPAST) algorithm, for extracting the first principal eigenvector of an autocorrelation matrix, via a deterministic discrete time (DDT) approach. In this technical report, we extend the analysis to the convergence analysis of an algorithm (we call G-NPAST) by J. Yang et al. ('06), which is developed for generalized symmetric eigenvalue problem. Indeed, we have shown that G-NPAST is nothing but a generalization of NPAST. The proposed analysis shows that G-NPAST can be applied to the general case where the generalized eigenvalues are not necessarily distinct. Numerical examples further confirm the results.
Keyword (in Japanese) (See Japanese page) 
(in English) Generalized symmetric eigenvalue problem / First principal generalized eigenvector / Normalized projection approximation subspace tracking (NPAST) / Generalized NPAST (G-NPAST) / Deterministic discrete time (DDT) approach / / /  
Reference Info. IEICE Tech. Rep., vol. 111, no. 466, SIP2011-180, pp. 299-302, March 2012.
Paper # SIP2011-180 
Date of Issue 2012-03-01 (CAS, SIP, CS) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380

Conference Information
Committee CAS CS SIP  
Conference Date 2012-03-08 - 2012-03-09 
Place (in Japanese) (See Japanese page) 
Place (in English) The University of Niigata 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Network Processor, Signal Processing for communication, and Wireless LAN/PAN, etc. 
Paper Information
Registration To SIP 
Conference Code 2012-03-CAS-CS-SIP 
Language English 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) A Convergence Analysis of G-NPAST Algorithm for Extracting the First Principal Generalized Eigenvector 
Sub Title (in English)  
Keyword(1) Generalized symmetric eigenvalue problem  
Keyword(2) First principal generalized eigenvector  
Keyword(3) Normalized projection approximation subspace tracking (NPAST)  
Keyword(4) Generalized NPAST (G-NPAST)  
Keyword(5) Deterministic discrete time (DDT) approach  
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1st Author's Name Tuan Duong Nguyen  
1st Author's Affiliation Tokyo Institute of Technology (Tokyo Inst. of Tech.)
2nd Author's Name Isao Yamada  
2nd Author's Affiliation Tokyo Institute of Technology (Tokyo Inst. of Tech.)
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Speaker
Date Time 2012-03-09 14:50:00 
Presentation Time 25 
Registration for SIP 
Paper # IEICE-CAS2011-160,IEICE-SIP2011-180,IEICE-CS2011-152 
Volume (vol) IEICE-111 
Number (no) no.465(CAS), no.466(SIP), no.467(CS) 
Page pp.299-302 
#Pages IEICE-4 
Date of Issue IEICE-CAS-2012-03-01,IEICE-SIP-2012-03-01,IEICE-CS-2012-03-01 


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