Orthogonal Oja algorithm
Karim Abed‐Meraim, Samir Attallah, A. Chkeif, Yingbo Hua · IEEE Signal Processing Letters · 2000
In this letter, we propose an orthogonalized version of the Oja algorithm (OOja) that can be used for the estimation of minor and principal subspaces of a vector sequence. The new algorithm offers, as compared to Oja, such advantages as orthogonality of the weight matrix, which is ensured at each iteration, numerical stability, and a quite similar computational complexity.