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.) CAS2011-160 SIP2011-180 CS2011-152 |
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 |
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) |
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CAS2011-160 SIP2011-180 CS2011-152 |
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) |
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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 |
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Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
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Speaker |
Author-1 |
Date Time |
2012-03-09 14:50:00 |
Presentation Time |
25 minutes |
Registration for |
SIP |
Paper # |
CAS2011-160, SIP2011-180, CS2011-152 |
Volume (vol) |
vol.111 |
Number (no) |
no.465(CAS), no.466(SIP), no.467(CS) |
Page |
pp.299-302 |
#Pages |
4 |
Date of Issue |
2012-03-01 (CAS, SIP, CS) |
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