Fast algorithms for minor component analysis
S. Bartelmaos, Karim Abed‐Meraim, Samir Attallah · IEEE/SP 13th Workshop on Statistical Signal Processing, 2005 · 2005
In this paper, we propose new adaptive algorithms for the extraction and tracking of the least (minor) eigenvectors of a positive Hermitian covariance matrix. The proposed algorithms are said fast in the sense that their computational cost is of order O(np) flops per iteration where n is the size of the observation vector and p