Please use this identifier to cite or link to this item: https://doi.org/10.1109/TSP.2008.923199
Title: Analysis of orthogonality error propagation for FRANS and HFRANS algorithms
Authors: Yang, L.
Attallah, S. 
Mathew, G.
Abed-Meraim, K.
Keywords: Error analysis
Numerical stability
Propagation
Subspace estimation
Issue Date: 2008
Source: Yang, L., Attallah, S., Mathew, G., Abed-Meraim, K. (2008). Analysis of orthogonality error propagation for FRANS and HFRANS algorithms. IEEE Transactions on Signal Processing 56 (9) : 4515-4521. ScholarBank@NUS Repository. https://doi.org/10.1109/TSP.2008.923199
Abstract: In this correspondence, we analyze the propagation of orthogonality error for fast Rayleigh's quotient-based adaptive noise subspace algorithm (FRANS) and FRANS with Householder transformation (HFRANS). First, we examine the propagation of orthogonality error for the numerically unstable FRANS in the mean and in the mean-square sense. Then, an upper bound on orthogonality error is derived for the HFRANS algorithm, which is much more numerically stable compared to FRANS. Numerical examples are provided to corroborate the proposed error propagation models. © 2008 IEEE.
Source Title: IEEE Transactions on Signal Processing
URI: http://scholarbank.nus.edu.sg/handle/10635/55090
ISSN: 1053587X
DOI: 10.1109/TSP.2008.923199
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