A logarithmic cost function for principal singular component analysis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

An un-unconstrained optimization problem involving logarithmic cost function that incorporates a diagonal matrix is utilized for deriving gradient dynamical systems that converge to the principal singular components of arbitrary matrix. The equilibrium points of the resulting gradient systems are determined and their stability is thoroughly analyzed. Qualitative properties of the proposed systems are analyzed in detail including the limit of solutions as time approaches infinity. The performance of this system is also examined.

Original languageEnglish (US)
Title of host publication2008 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP
Pages1933-1936
Number of pages4
DOIs
StatePublished - Sep 16 2008
Event2008 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP - Las Vegas, NV, United States
Duration: Mar 31 2008Apr 4 2008

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2008 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP
CountryUnited States
CityLas Vegas, NV
Period3/31/084/4/08

Keywords

  • Asymptotic stability
  • Global convergence
  • Principal singular flow
  • SVD
  • Unconstrained optimization

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