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Global convergence analysis for the NIC flow

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Open access
Authors
Liu, Wanquan
Yan, Wei-Yong
Sreeram, V.
Teo, Kok
Date
2001
Type
Journal Article

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Liu, Wan-Quan and Yan, W. and Sreeram, V. and Teo, Kok Lay. 2001. Global convergence analysis for the NIC flow. IEEE Transactions on Signal Processing. 49 (10): pp. 2422-2430.
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IEEE Transactions on Signal Processing
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School of Electrical Engineering and Computing
Department of Computing
Faculty of Science and Engineering
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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