@inproceedings{315c97721bfb44b9bd1e39850ae99b62,
title = "On convergence of fast subspace tracking based on novel information criterion",
abstract = "The averaging differential equation associated with a family of fast subspace tracking algorithms based on a novel information criterion (NIC) is known as the NIC flow. This paper investigates global exponential convergence of the NIC flow. It is shown that at a characterized exponential speed the NIC flow globally converges to the principal subspace spanned by the eigenvectors corresponding to the principal eigenvalues of the covariance matrix of a high dimensional data stream. The given exponential convergence rate may be a very tight estimate. It is also demonstrated that the convergence speed of the NIC flow is typically faster than that of the well-known Oja's flow. Numerical results are presented to support the theoretical analysis.",
author = "Feng, {Da Zheng} and Zheng, {Wei Xing}",
year = "2003",
doi = "10.1109/ICNNSP.2003.1279261",
language = "English",
isbn = "0780377028",
series = "Proceedings of 2003 International Conference on Neural Networks and Signal Processing, ICNNSP'03",
pages = "261--264",
booktitle = "Proceedings of 2003 International Conference on Neural Networks and Signal Processing, ICNNSP'03",
note = "2003 International Conference on Neural Networks and Signal Processing, ICNNSP'03 ; Conference date: 14-12-2003 Through 17-12-2003",
}