Reliable Tracking Algorithms for Principal and Minor Eigenvector Computations
Many problems in control and signal processing require the tracking of certain eigenvectors of a time-varying matrix; the eigenvectors associated with the largest eigenvalues are called the principal eigenvectors and those with the smallest eigenvalues the minor eigenvectors. This paper presents a novel algorithm for tracking minor eigenvectors. One interesting feature, inherited from a recently proposed minor eigenvector flow upon which part of this work is based, is that the algorithm can be...[Show more]
|Collections||ANU Research Publications|
|Source:||Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference 2005|
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