Paper ID sheet UCL-INMA-2009.066

Title

An efficient particle filtering technique on the Grassmann manifold

Authors

Quentin Rentmeesters, P.-A. Absil, Paul Van Dooren, Kyle Gallivan, Anuj Srivastava

Abstract

Subspace tracking methods are widespread in signal and image processing. To reduce the influence of perturbations or outliers on the measurements, some authors have used a stochastic piecewise constant velocity model on the Grassmann manifold. This paper presents an efficient way to simulate such a model using a particular representation of the Grassmann manifold. By doing so, we can reduce the spatial and time complexity of filtering techniques based on this model. We also propose an approximation of this system which can be computed in a finite number of operations and show similar results if the subspace variation is slow.

Key words

Status

Proceedings of the 35th International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2010), pp. 3838-3841, 2010.

Download

• Publisher's version: http://dx.doi.org/10.1109/ICASSP.2010.5495828
• Technical report UCL-INMA-2009-066

BibTeX entry

@INPROCEEDINGS{RenAbsDooGalSri2010,
 author = "Quentin Rentmeesters and P.-A. Absil and Paul Van Dooren and Kyle Gallivan and Anuj Srivastava",
 title = "An efficient particle filtering technique on the Grassmann manifold",
 year = 2010,
 pages = "193--202 ",
 booktitle = "Proceedings of the 35th International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2010)",
 pages = "3838--3841",
 doi = "10.1109/ICASSP.2010.5495828",
}