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一種廣義主成分提取算法及其收斂性分析

高迎彬,  孔祥玉,  胡昌華,  張會(huì)會(huì),  侯立安

高迎彬, 孔祥玉, 胡昌華, 張會(huì)會(huì), 侯立安. 一種廣義主成分提取算法及其收斂性分析[J]. 電子與信息學(xué)報(bào), 2016, 38(10): 2531-2537. doi: 10.11999/JEIT151433
引用本文: 高迎彬, 孔祥玉, 胡昌華, 張會(huì)會(huì), 侯立安. 一種廣義主成分提取算法及其收斂性分析[J]. 電子與信息學(xué)報(bào), 2016, 38(10): 2531-2537. doi: 10.11999/JEIT151433
GAO Yingbin, KONG Xiangyu, HU Changhua, ZHANG Huihui, HOU Li’an. A Generalized Principal Component Extraction Algorithm and Its Convergence Analysis[J]. Journal of Electronics & Information Technology, 2016, 38(10): 2531-2537. doi: 10.11999/JEIT151433
Citation: GAO Yingbin, KONG Xiangyu, HU Changhua, ZHANG Huihui, HOU Li’an. A Generalized Principal Component Extraction Algorithm and Its Convergence Analysis[J]. Journal of Electronics & Information Technology, 2016, 38(10): 2531-2537. doi: 10.11999/JEIT151433

一種廣義主成分提取算法及其收斂性分析

doi: 10.11999/JEIT151433 cstr: 32379.14.JEIT151433
基金項(xiàng)目: 

國(guó)家自然科學(xué)基金面上項(xiàng)目(61074072, 61374120)，國(guó)家杰出青年基金(61025014)

A Generalized Principal Component Extraction Algorithm and Its Convergence Analysis

Funds: 

The National Natural Science Foundation of China (61074072, 61374120), The National Science Fund for Distinguished Youth Scholars (61025014)

  • 摘要: 廣義主成分分析在現(xiàn)代信號(hào)處理的諸多領(lǐng)域發(fā)揮著重要的作用。目前，自適應(yīng)廣義主成分分析算法還并不多見。針對(duì)這一現(xiàn)狀，該文提出一種快速收斂的廣義主成分分析算法，并通過理論分析所提算法的確定性離散時(shí)間系統(tǒng)，導(dǎo)出了保證算法收斂的學(xué)習(xí)因子和初始權(quán)向量模值等邊界條件。仿真實(shí)驗(yàn)和實(shí)際應(yīng)用驗(yàn)證了所提算法的正確性和有用性。仿真結(jié)果還表明，所提算法比現(xiàn)有同類算法具有更快的收斂速度和更高的估計(jì)精度。
    Abstract: The generalized principal component analysis plays an important roles in many fields of modern signal processing. However, up to now, there are few algorithms, which can extract the generalized principal component adaptively. In this paper, a generalized principal component extraction algorithm, which has fast convergence speed, is proposed. The corresponding Deterministic Discrete Time (DDT) system of the proposed algorithm is analyzed and some conditions about the learning rate and initial weight vector are also obtained. Finally, computer simulation and practical application results show that compared with some existing algorithms, the proposed algorithm has faster convergence speed and higher estimation accuracy.
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出版歷程
  • 收稿日期:  2015-12-17
  • 修回日期:  2016-05-10
  • 刊出日期:  2016-10-19

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