Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/13223
Title: Global convergence analysis for the NIC flow
Authors: Liu, W
Yan, WY
Sreeram, V
Teo, KL
Keywords: Global convergence
Matrix differential equation
Novel information criterion
Oja flow
Issue Date: 2001
Publisher: Institute of Electrical and Electronics Engineers
Source: IEEE transactions on signal processing, 2001, v. 49, no. 10, p. 2422-2430 How to cite?
Journal: IEEE transactions on signal processing 
Abstract: Recently, 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 will be 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, will be investigated. In addition, the convergence domain will be characterized. Some important results on these issues are obtained via manifold theory.
URI: http://hdl.handle.net/10397/13223
ISSN: 1053-587X
EISSN: 1941-0476
DOI: 10.1109/78.950796
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