主奇异子空间分析的动力系统

M. Hasan
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引用次数: 5

摘要

在许多信号处理和控制应用中,主子空间的计算是一项重要的任务。本文提出了一种新的求任意矩阵的主奇异子空间和/或分量的动力系统。所提出的动力系统是梯度流或加权梯度流,由正交约束下某些目标函数的优化导出。利用Liapunov理论和LaSalle不变性原理研究了系统的全局渐近稳定性分析和吸引域。并给出了这些计算主奇异分量方法的加权版本。详细分析了所提系统的定性性质
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Dynamical Systems for Principal Singular Subspace Analysis
The computation of the principal subspaces is an essential task in many signal processing and control applications. In this paper novel dynamical systems for finding the principal singular subspace and/or components of arbitrary matrix are developed. The proposed dynamical systems are gradient flows or weighted gradient flows derived from the optimization of certain objective functions over orthogonal constraints. Global asymptotic stability analysis and domains of attractions of these systems are examined via Liapunov theory and LaSalle invariance principle. Weighted versions of these methods for computing principal singular components are also given. Qualitative properties of the proposed systems are analyzed in detail
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