Recursive Canonical Variate Subspace Algorithm

Catarina J. M. Delgado; Paulo J. A. Lopes dos Santos

doi:10.11499/sicep.2004.0_88_3

SICE Annual Conference 2004

DOI https://doi.org/10.11499/sicep.2004.0_88_3

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Host: The Society of Instrument and Control Engineers

Co-host: The IEEE Industrial Electronics Society, The IEEE Robotics and Automation Society, The IEEE Control Systems Society, The IEEE Systems, Man and Cybernetics Society, The Instrumentation, Systems, and Automation Society

Recursive Canonical Variate Subspace Algorithm

*Catarina J. M. Delgado, Paulo J. A. Lopes dos Santos

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Pages 88

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Abstract

In this paper, a recursive algorithm is presented, based on the CVA subspace identification algorithm. The main idea was to explore the relations between the orthogonal and oblique projections involved and to provide simpler expressions that allowed a recursive version of the algorithm - guaranteeing most of the advantages of this kind of methods, and still improving the numerical efficiency.

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