Paper ID | MLSP-34.5 | ||
Paper Title | AFFINE PROJECTION SUBSPACE TRACKING | ||
Authors | Marc Vilà, Carlos Alejandro López, Jaume Riba, Technical University of Catalonia, Spain | ||
Session | MLSP-34: Subspace Learning and Applications | ||
Location | Gather.Town | ||
Session Time: | Thursday, 10 June, 15:30 - 16:15 | ||
Presentation Time: | Thursday, 10 June, 15:30 - 16:15 | ||
Presentation | Poster | ||
Topic | Machine Learning for Signal Processing: [MLR-SBML] Subspace and manifold learning | ||
IEEE Xplore Open Preview | Click here to view in IEEE Xplore | ||
Abstract | In this paper, we consider the problem of estimating and tracking an R-dimensional subspace with relevant information embedded in an N-dimensional ambient space, given that N>>R. We focus on a formulation of the signal subspace that interprets the problem as a least squares optimization. The approach we present relies on the geometrical concepts behind the Affine Projection Algorithms (APA) family to obtain the Affine Projection Subspace Tracking (APST) algorithm. This on-line solution possesses various desirable tracking capabilities, in addition to a high degree of configurability, making it suitable for a large range of applications with different convergence speed and computational complexity requirements. The APST provides a unified framework that generalises other well-known techniques, such as Oja’s rule and stochastic gradient based methods for subspace tracking. This algorithm is finally tested in a few synthetic scenarios against other classical adaptive methods. |