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| Analysis of adaptive quasi-newton algorithm for eigensubspace tracking |
| Ma Changzheng; Wu Welling |
| Info. Eng. School Beijing Univ. of Posts and Telecom., Beijing 100876 China |
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Abstract In this paper, an adaptive quasi-Newton algorithm for eigensubspace estimation is analysed and proved. This algorithm is similar to power method, but its transient performance is poor than power method. Assuming one iteration to be done between snapshots, the error between estimated and true eigenpairs is obtained. The simulation results show the correct of the analysis in this paper.
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Received: 15 March 2001
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2003, Vol. 25 
