Appendix BProjection Theory
B.1 Projections: Deterministic Spaces
Projection theory plays an important role in subspace identification primarily because subspaces are created by transforming or “projecting” a vector into a lower dimensional space – the subspace [1–3]. We are primarily interested in two projection operators: (i) orthogonal and (ii) oblique or parallel. The orthogonal projection operator “projects” onto as or its complement , while the oblique projection operator “projects” onto “along” as . For instance, orthogonally projecting the vector , we have or , while obliquely projecting ...
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