Title :
Global convergence analysis for the NIC flow
Author :
Liu, Wanquan ; Yan, Wei-Yong ; Sreeram, V. ; Kok Lay Tao
Author_Institution :
Dept. of Electr. & Comput. Eng., Curtin Univ. of Technol., Perth, WA, Australia
fDate :
10/1/2001 12:00:00 AM
Abstract :
Previously, a family of fast subspace tracking algorithms based on a novel information criterion (NIC) has been proposed and investigated. It is known that these new algorithms are associated with a new kind of flow, which is called the NIC flow in this paper as in the case of the conventional Oja subspace algorithms with the Oja flow. In this paper, some fundamental questions about this new NIC flow such as its solution existence and convergence, are investigated. In addition, the convergence domain is characterized. Some important results on these issues are obtained via manifold theory
Keywords :
convergence; information theory; nonlinear dynamical systems; signal processing; tracking; NIC flow; convergence domain; fast subspace tracking algorithms; global convergence analysis; manifold theory; novel information criterion; solution existence; Algorithm design and analysis; Convergence; Differential equations; Error correction; Manifolds; Neural networks; Reactive power; Riccati equations; Signal processing algorithms; Symmetric matrices;
Journal_Title :
Signal Processing, IEEE Transactions on
