摘要: We address the problem of tracking the time-varying linear subspaces (of a larger system) under a Bayesian framework. Variations in subspaces are treated as a piecewise-geodesic process on a complex Grassmann manifold and a Markov prior is imposed on it. This prior model, together with an observation model, gives rise to a hidden Markov model on a Grassmann manifold, and admits Bayesian inferences. A sequential Monte Carlo method is used for sampling from the time-varying posterior and the samples are used to estimate the underlying process. Simulation results are presented for principal subspace tracking in array signal processing.
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