Stability Analysis of Oja-RLS Learning Rule

Radosław Sikora , Władysław Skarbek

Abstract

It is shown that the discrete time dynamical system defined by the Oja-RLS algorithm is stable in the closed ring K(0,9/8) – \$\\textbackslash\overline\K\\$ (0,8/9) if only the initial gain β0 is bounded by (2B) −1 , where B = b 2 and b is the bound for the learning sequence. It is rigorously proved that automatically computed gains βn in Oja-RLS scheme converge to zero with the rate 1/n, almost surely.
Author Radosław Sikora RE
Radosław Sikora,,
- The Institute of Radioelectronics
, Władysław Skarbek RE
Władysław Skarbek,,
- The Institute of Radioelectronics
Journal seriesFundamenta Informaticae, ISSN 0169-2968
Issue year1998
Vol34
No4
Pages441-453
DOIDOI:10.3233/FI-1998-34407
URL http://dx.doi.org/10.3233/FI-1998-34407
Score (nominal)20
Publication indicators WoS Impact Factor [Impact Factor WoS]: 2006 = 0.586 (2) - 2007=0.774 (5)
Citation count*6 (2018-06-18)
Cite
Share Share

Get link to the record
msginfo.png


* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
Back