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| Presentation | 2012-05-24 11:35 Adaptive Generalized Eigen-pair Extraction by A Combination of Normalization and Quasi-Newton Algorithm Tuan Duong Nguyen, Isao Yamada (Tokyo Inst. of Tech.)  EA2012-6 SIP2012-6 SP2012-6 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | In this technical report, for a given explicit knowledge of a matrix pencil, we first propose a pair of novel algorithms, which are deterministic discrete time (DDT) systems of the proposed adaptive algorithms, for estimating the generalized eigen-pair (eigenvector and eigenvalue) corresponding to the largest/smallest generalized eigenvalue. Second, we present a pair of adaptive algorithms corresponding to the proposed DDT systems. We also establish rigorous analyses showing that the sequence generated by the DDT systems, using any stepsize in a certain range, converges to the orthogonal projection of the initial estimate onto the generalized eigensubspace corresponding to the largest/smallest generalized eigenvalue. Numerical examples show the sound applicability and efficacy of the proposed adaptive algorithms. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Generalized Hermitian eigenvalue problem (GHEP) / Principal generalized eigenvector / Minor generalized eigenvector / Deterministic discrete time (DDT) approach / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 112, no. 48, SIP2012-6, pp. 31-34, May 2012. | |
| Paper # | SIP2012-6 | |
| Date of Issue | 2012-05-17 (EA, SIP, SP) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | EA2012-6 SIP2012-6 SP2012-6 |
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| Conference Information | |
| Committee | EA SP SIP |
| Conference Date | 2012-05-24 - 2012-05-25 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Osaka Univ. Nakanoshima Center |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Speech and Acoustic Signal Processing, Speech, and Related Topics |
| Paper Information | |
| Registration To | SIP |
| Conference Code | 2012-05-EA-SP-SIP |
| Language | English |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Adaptive Generalized Eigen-pair Extraction by A Combination of Normalization and Quasi-Newton Algorithm |
| Sub Title (in English) | |
| Keyword(1) | Generalized Hermitian eigenvalue problem (GHEP) |
| Keyword(2) | Principal generalized eigenvector |
| Keyword(3) | Minor generalized eigenvector |
| Keyword(4) | Deterministic discrete time (DDT) approach |
| Keyword(5) | |
| Keyword(6) | |
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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 | Author-2 |
| Date Time | 2012-05-24 11:35:00 |
| Presentation Time | 25 minutes |
| Registration for | SIP |
| Paper # | EA2012-6, SIP2012-6, SP2012-6 |
| Volume (vol) | vol.112 |
| Number (no) | no.47(EA), no.48(SIP), no.49(SP) |
| Page | pp.31-34 |
| #Pages | 4 |
| Date of Issue | 2012-05-17 (EA, SIP, SP) |
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