Global Convergence Analysis for the NIC Flow

W.Q. Liu, W.Y. Yan, Victor Sreeram, K.L. Teo

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    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.
    Original languageEnglish
    Pages (from-to)2422-2430
    JournalIEEE Transactions on Signal Processing
    Volume49
    Issue number10
    Publication statusPublished - 2001

    Cite this

    Liu, W. Q., Yan, W. Y., Sreeram, V., & Teo, K. L. (2001). Global Convergence Analysis for the NIC Flow. IEEE Transactions on Signal Processing, 49(10), 2422-2430.