Analysis of the asymptotic properties of the MOESP type of subspace algorithms
โ Scribed by D. Bauer; M. Jansson
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 482 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0005-1098
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โฆ Synopsis
In this paper consistency and asymptotic normality of the estimates of MOESP type of subspace algorithms are established under fairly general assumptions on the input process.
๐ SIMILAR VOLUMES
Let N > 2 and 8 > 0. For uniformly distributed integers in the interval I-1, N], the Euclidean algorithm requires an average of 121n2( 1 divisions, where C is Porter's constant.
This Paper presents a perturbation analysis of the canonical subspaces of a matrix pair (A,B). It is shown that if the perturbations in the matrices A, B do not Change the ranks of each matrix, then the perturbation bounds of the canonical subspaces depend upon the perturbations and the scaled condi