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 |
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Virtual Presentation |
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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. |