%0 Journal Article
%@ 1051-2004
%A Nguyen, Viet Dung
%A Abed-Meraim, Karim
%A Nguyen, Linh Trung
%D 2017
%F SisLab:2485
%I Elsevier
%J Digital Signal Processing
%P 100-111
%T Second-order optimization based adaptive PARAFAC decomposition of three-way tensors
%U https://eprints.uet.vnu.edu.vn/eprints/id/eprint/2485/
%V 63
%X A fast adaptive parallel factor (PARAFAC) decomposition algorithm is proposed for a class of third-order tensors that have one dimension growing linearly with time. It is based on an alternating least squares approach in conjunction with a Newton-type optimization technique. By preserving the Khatri-Rao product and exploiting the the reduced-rank update structure of the estimated subspace at each time instant, the algorithm achieves linear complexity and superior convergence performance. A modified version of the algorithm is also proposed to deal with the non-negative constraint. In addition, parallel implementation issues are investigated. Finally, the performance of the algorithm is numerically studied and compared to several state-of-the-art algorithms.