The exponential stability of the invariant-norm PCA algorithm
Konrad Reif, Fa-Long Luo, Rolf Unbehauen · IEEE Transactions on Circuits and Systems II Analog and Digital Signal Processing · 1997
This brief investigates a recently proposed principal component analysis (PCA) algorithm. We prove that that the solutions of the corresponding differential equations converge to the principal eigenvectors of the autocorrelation matrix and calculate an exponential decaying bound for the error.