Fast adaptive principal component extraction based on a generalized energy function
欧阳缮, 保铮, 廖桂生 · Acta Scientiarum Naturalium Universitatis Sunyatseni · 2003
By introducing an arbitrary diagonal matrix, a generalized energy function (GEF) is proposed for searching for the optimum weights of a two layer linear neural network. From the GEF, we derive a recur- sive least squares (RLS) algorithm to extract in parallel multiple principal components of the input covari-ance matrix without designing an asymmetrical circuit. The local stability of the GEF algorithm at the equilibrium is analytically verified. Simulation resultsshow that the GEF algorithm for parallel multiple principal components extraction exhibits the fast convergence and has the improved robustness resis- tance tothe eigenvalue spread of the input covariance matrix as compared to the well-known lateral inhi- bition model (APEX) and least mean square error reconstruction(LMSER) algorithms.