Title :
Gradient adaptation under unit-norm constraints
Author :
Douglas, S.C. ; Amari, S. ; Kung, S.Y.
Author_Institution :
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
Abstract :
We study gradient-based adaptive algorithms within parameter spaces specified by ||w||=1, where ||·|| is any vector norm. Several approximate algorithms for this task have already been developed when ||w|| is the L2 norm. We derive general algorithm forms for arbitrary vector norms and relate them to true gradient procedures via their geometric structures. We also give algorithms that mitigate an inherent numerical instability for tangent-vector L2-norm methods. Simulations showing the performance of the techniques for minor component analysis are provided
Keywords :
adaptive signal processing; approximation theory; constraint theory; gradient methods; numerical stability; parameter space methods; vectors; adaptive algorithms; approximate algorithms; arbitrary vector norms; geometric structures; gradient adaptation; minor component analysis; numerical instability; parameter spaces; performance; simulations; tangent-vector L2-norm methods; unit-norm constraints; Adaptive algorithm; Computational Intelligence Society; Cost function; Independent component analysis; Information systems; Iterative algorithms; Lagrangian functions; Performance analysis; Principal component analysis; Signal processing algorithms;
Conference_Titel :
Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on
Conference_Location :
Portland, OR
Print_ISBN :
0-7803-5010-3
DOI :
10.1109/SSAP.1998.739355