Journal on Communications ›› 2019, Vol. 40 ›› Issue (11): 38-44.doi: 10.11959/j.issn.1000-436x.2019216

• Papers • Previous Articles     Next Articles

Novel criterion function for minor subspace tracking based on Rayleigh quotient

Zhongying XU,Yingbin GAO(),Xiangyu KONG,Boyang DU   

  1. Department of Control Engineering,Rocket Force University of Engineering,Xi’an 710025,China
  • Revised:2019-09-09 Online:2019-11-25 Published:2019-12-06
  • Supported by:
    The National Natural Science Foundation of China(61673387);The National Natural Science Foundation of China(61374120)

Abstract:

Aiming at the lack of information criterion functions of sub subspace,a novel criterion function was proposed by adding a penalty term to the Rayleigh quotient.Through analyzing the properties of all the stable points,it was proven that the criterion function exhibited the global maximum attained if and only if the weight matrices span the minor subspace.A minor subspace tracking algorithm was derived by gradient ascending method and its global convergence analysis was also accomplished.Numerical simulations and real application verifies the correctness of the criterion function and derived algorithm.

Key words: Rayleigh quotient, criterion function, minor component analysis, Lyapunov function

CLC Number: 

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