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Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking

Abstract: 

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 particle filter, we modify a previous MCMC algorithm so as to simulate from densities defined on the complex manifold. Also, to compute subspace estimates from particle approximations, we extend existing averaging methods to complex Grassmannians. As we verify via numerical simulations, the proposed method is advantageous over traditional SVD-based subspace tracking algorithms for scenarios with low signal-to-noise ratio.

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Paper Details

Authors:
Marcelo G. S. Bruno
Submitted On:
13 April 2020 - 9:10pm
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Claudio J. Bordin Jr.
Paper Code:
SPTM-L7.4
Document Year:
2020
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[1] Marcelo G. S. Bruno, "Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking", IEEE SigPort, 2020. [Online]. Available: http://sigport.org/5092. Accessed: Jul. 16, 2020.
@article{5092-20,
url = {http://sigport.org/5092},
author = {Marcelo G. S. Bruno },
publisher = {IEEE SigPort},
title = {Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking},
year = {2020} }
TY - EJOUR
T1 - Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking
AU - Marcelo G. S. Bruno
PY - 2020
PB - IEEE SigPort
UR - http://sigport.org/5092
ER -
Marcelo G. S. Bruno. (2020). Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking. IEEE SigPort. http://sigport.org/5092
Marcelo G. S. Bruno, 2020. Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking. Available at: http://sigport.org/5092.
Marcelo G. S. Bruno. (2020). "Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking." Web.
1. Marcelo G. S. Bruno. Particle Filtering on the Complex Stiefel Manifold with Application to Subspace Tracking [Internet]. IEEE SigPort; 2020. Available from : http://sigport.org/5092