Convergence analysis of Chauvin’s PCA learning algorithm with a constant learning rate

The convergence of Chauvin’s PCA learning algorithm with a constant learning rate is studied in this paper by using a DDT method (deterministic discrete-time system method). Different from the DCT method (deterministic continuous-time system method), the DDT method does not require that the learning rate converges to zero. An invariant set of Chauvin’s algorithm with a constant learning rate is obtained so that the non-divergence of this algorithm can be guaranteed. Rigorous mathematic proofs are provided to prove the local convergence of this algorithm.