An Amendment of Fast Subspace Tracking Methods
For researchers using fast subspace tracking methods, this incremental fix improves stability without changing convergence rate.
The paper identifies and fixes a sparking issue in DPM and OJA class subspace tracking methods by constricting the stepsize at each update step, eliminating sparks in simulations.
Tuning stepsize between convergence rate and steady state error level or stability is a problem in some subspace tracking schemes. Methods in DPM and OJA class may show sparks in their steady state error sometimes, even with a rather small stepsize. By a study on the schemes' updating formula, it is found that the update only happens in a specific plane but not all the subspace basis. Through an analysis on relationship between the vectors in that plane, an amendment as needed is made on the algorithm routine to fix the problem by constricting the stepsize at every update step. The simulation confirms elimination of the sparks.