A weighted logarithmic merit function for canonical correlation analysis

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

1 Scopus citations

Abstract

A weighted logarithmic merit function that incorporates a diagonal matrix is utilized for deriving a gradient dynamical system that converges to the actual canonical correlation coordinates of arbitrary data matrices. The equilibrium points of the resulting gradient system 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 publication2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009
Pages1741-1744
Number of pages4
DOIs
StatePublished - Sep 23 2009
Event2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 - Taipei, Taiwan, Province of China
Duration: Apr 19 2009Apr 24 2009

Publication series

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

Other

Other2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009
CountryTaiwan, Province of China
CityTaipei
Period4/19/094/24/09

Keywords

  • Canonical correlation analysis(CCA)
  • Gradient dynamical system
  • Matrix calculus
  • SVD
  • Unconstrained optimization

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