The Little Book on Subspace Tracking is a taxonomy and resource guide that covers the "baby-boom" years of subspace updating. It is meant to be an exhaustive reference of subspace tracking algorithms from 1970 to 1998 when subspace trackers exploded onto the signal processing scene. It provides a very thorough outline of the field for which graduate students and researchers might turn to for guidance and to get their arms around the field. It is not a textbook, but a taxonomy, so detailed derivations are not provided. It is however exhaustive for this time period. The Little Book introduces the field of subspace tracking followed by defining the six types of subspace tracking problems followed by a taxonomy of algorithm types. Descriptions of each type are provided, and these include secular equation based, plane rotation based, optimization based, Lanczos based, perturbation expansion based, power method based, eigenvector updating given information, analog based and hybrid methods. A collection of key surveys is also provided. An exhaustive table of all subspace trackers with commentary is given. And finally, an exhaustive set of references is also provided.
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