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Global Convergence Analysis for the NIC Flow

机译:Global Convergence Analysis for the NIC Flow

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摘要

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.

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