ITEM METADATA RECORD
Title: An improved stochastic gradient algorithm for principal component analysis and subspace tracking
Authors: Dehaene, Jeroen ×
Moonen, Marc
Vandewalle, Joos #
Issue Date: Oct-1997
Publisher: Ieee-inst electrical electronics engineers inc
Series Title: IEEE Transactions on signal processing vol:45 issue:10 pages:2582-2586
Abstract: We propose a new stochastic gradient algorithm for principal component analysis and subspace tracking, requiring O(nm) operations per update, where n is the number of input signals, and m is the signal subspace dimension. A parallel version with problem size independent throughput is obtained at the expense of O(n(2)) additional flops.
URI: 
ISSN: 1053-587X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Tutorial services, Faculty of Engineering
ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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