講演抄録/キーワード |
講演名 |
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.) CAS2011-160 SIP2011-180 CS2011-152 |
抄録 |
(和) |
(まだ登録されていません) |
(英) |
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. |
キーワード |
(和) |
/ / / / / / / |
(英) |
Generalized symmetric eigenvalue problem / First principal generalized eigenvector / Normalized projection approximation subspace tracking (NPAST) / Generalized NPAST (G-NPAST) / Deterministic discrete time (DDT) approach / / / |
文献情報 |
信学技報, vol. 111, no. 466, SIP2011-180, pp. 299-302, 2012年3月. |
資料番号 |
SIP2011-180 |
発行日 |
2012-03-01 (CAS, SIP, CS) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
著作権に ついて |
技術研究報告に掲載された論文の著作権は電子情報通信学会に帰属します.(許諾番号:10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
PDFダウンロード |
CAS2011-160 SIP2011-180 CS2011-152 |
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