| Presentation | 2012-03-09 A Convergence Analysis of G-NPAST Algorithm for Extracting the First Principal Generalized Eigenvector Tuan Duong NGUYEN, Isao YAMADA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(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 |
| Paper # | CAS2011-160,SIP2011-180,CS2011-152 |
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| Conference Information | |
| Committee | CAS |
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| Conference Date | 2012/3/1(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Circuits and Systems (CAS) |
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| Language | ENG |
| 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 |
| 1st Author's Name | Tuan Duong NGUYEN |
| 1st Author's Affiliation | Department of Communications and Integrated Systems, Tokyo Institute of Technology() |
| 2nd Author's Name | Isao YAMADA |
| 2nd Author's Affiliation | Department of Communications and Integrated Systems, Tokyo Institute of Technology |
| Date | 2012-03-09 |
| Paper # | CAS2011-160,SIP2011-180,CS2011-152 |
| Volume (vol) | vol.111 |
| Number (no) | 465 |
| Page | pp.pp.- |
| #Pages | 4 |
| Date of Issue | |