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Reliable Tracking Algorithms for Principal and Minor Eigenvector Computations

Baumann, Markus; Helmke, Uwe; Manton, Jonathan

Description

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]

CollectionsANU Research Publications
Date published: 2005
Type: Conference paper
URI: http://hdl.handle.net/1885/80203
Source: Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference 2005
DOI: 10.1109/CDC.2005.1583332

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