Global convergence analysis for the NIC flow

Wanquan Liu, Wei-Yong Yan, V. Sreeram, Kok Lay Tao
2001 IEEE Transactions on Signal Processing  
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
more » ... ergence domain will be characterized. Some important results on these issues are obtained via manifold theory.
doi:10.1109/78.950796 fatcat:edylywbdurftfbopdygoe3a37a