Sliding window orthonormal PAST algorithm

Abstract

This paper introduces an orthonormal version of the sliding-window projection approximation subspace tracker (PAST). The new algorithm guarantees the orthonormality of the signal subspace basis at each iteration. Moreover, it has the same complexity as the original PAST algorithm, and like the more computationally demanding natural power (NP) method, it satisfies a global convergence property, and reaches an excellent tracking performance.