In this letter, we present a minor subspace rule that extracts the subspace that spans the m minor components of a n-dimensional vector stationary random process, m < n. The algorithm is self-stabilizing such that the subspace vectors do not need to be periodically normalized to unit modulus, and the algorithm does not require matrix inversions or divides to maintain its stable behavior.
All Science Journal Classification (ASJC) codes
- Signal Processing
- Electrical and Electronic Engineering
- Applied Mathematics
- Adaptive algorithm
- Minor component analysis
- Subspace methods