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.
CITATION STYLE
Delgado, C. J. M., & Dos Santos, P. L. (2004). Recursive canonical variate subspace algorithm. In Proceedings of the SICE Annual Conference (pp. 2025–2030).
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