Fast algorithms for subspace tracking
Samir Attallah, Karim Abed‐Meraim · IEEE Signal Processing Letters · 2001
We present two normalized versions of Oja's (1992) algorithm (NOja and NOOja), which can be used for the estimation of minor and principal subspaces of a vector sequence. The new algorithms offer, as compared to Oja, a faster convergence, orthogonality, and a better numerical stability with a slight increase in computational complexity.