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4. Particle Filtering On The Complex Stiefel Manifold With Application To Subspace Tracking

Particle Filtering On The Complex Stiefel Manifold With Application To Subspace Tracking

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IEEE ICASSP 2020 Virtual Conference May 2020

In this paper, we extend previous particle filtering methods whose states were constrained to the (real) Stiefel manifold to the complex case. The method is then applied to a Bayesian formulation of the subspace tracking problem. To implement the proposed

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Particle Filtering On The Complex Stiefel Manifold With Application To Subspace Tracking

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In this paper, we extend previous particle filtering methods whose states were constrained to the (real) Stiefel manifold to the complex case. The method is then applied to a Bayesian formulation of the subspace tracking problem. To implement the proposed