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Paper Abstract and Keywords
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
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
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

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  
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 
Date of Issue 2012-05-17 (EA, SIP, SP) 

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