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一种广义主成分提取算法及其收敛性分析

高迎彬 孔祥玉 胡昌华 张会会 侯立安

高迎彬, 孔祥玉, 胡昌华, 张会会, 侯立安. 一种广义主成分提取算法及其收敛性分析[J]. 电子与信息学报, 2016, 38(10): 2531-2537. doi: 10.11999/JEIT151433
引用本文: 高迎彬, 孔祥玉, 胡昌华, 张会会, 侯立安. 一种广义主成分提取算法及其收敛性分析[J]. 电子与信息学报, 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

一种广义主成分提取算法及其收敛性分析

doi: 10.11999/JEIT151433
基金项目: 

国家自然科学基金面上项目(61074072, 61374120),国家杰出青年基金(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: 广义主成分分析在现代信号处理的诸多领域发挥着重要的作用。目前,自适应广义主成分分析算法还并不多见。针对这一现状,该文提出一种快速收敛的广义主成分分析算法,并通过理论分析所提算法的确定性离散时间系统,导出了保证算法收敛的学习因子和初始权向量模值等边界条件。仿真实验和实际应用验证了所提算法的正确性和有用性。仿真结果还表明,所提算法比现有同类算法具有更快的收敛速度和更高的估计精度。
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出版历程
  • 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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