peng-onthediscrete-2008.pdf (370.07 kB)
On the discrete time dynamics of a self-stabilizing MCA learning algorithm
The stability of minor component analysis (MCA) learning algorithms is an important problem in many signal processing applications. In this paper, we propose an effective MCA learning algorithm that can offer better stability. The dynamics of the proposed algorithm are analyzed via a corresponding deterministic discrete time (DDT) system. It is proven that if the learning rate satisfies some mild conditions, almost all trajectories of the DDT system starting from points in an invariant set are bounded, and will converge to the minor component of the autocorrelation matrix of the input data. Simulation results will be furnished to illustrate the theoretical results achieved.
History
Journal
Mathematical and computer modellingVolume
47Issue
9-10Pagination
903 - 916Publisher
PergamonLocation
Oxford, EnglandPublisher DOI
Link to full text
ISSN
0895-7177eISSN
1872-9479Language
engPublication classification
C1 Refereed article in a scholarly journalCopyright notice
2007, Elsevier LtdUsage metrics
Keywords
minor component analysis (MCA)deterministic discrete time (DDT) systemeigenvectoreigenvalueScience & TechnologyTechnologyPhysical SciencesComputer Science, Interdisciplinary ApplicationsComputer Science, Software EngineeringMathematics, AppliedComputer ScienceMathematicsCONVERGENCE ANALYSISSYSTEMComputation Theory and Mathematics
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