Performances analysis of a Givens parametrized adaptive eigenspace algorithm (Q1274867)

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Performances analysis of a Givens parametrized adaptive eigenspace algorithm
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    Performances analysis of a Givens parametrized adaptive eigenspace algorithm (English)
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    12 January 1999
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    subspace tracking
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    adaptive eigenspace
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    canonic orthonormal eigenbasis estimator
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    asymptotic distribution
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    asymptotic covariance of eigenvectors estimator
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    associated projection matrix estimator
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    gradient procedure
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    Rayleigh quotients
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    Givens parametrization
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    convergence
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