Dynamical systems that perform the singular value decomposition

DOI10.1016/0167-6911(91)90053-HzbMath0728.93051OpenAlexW2156411231MaRDI QIDQ805566

Steven T. Smith

Publication date: 1991

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(91)90053-h

zbMATH Keywords

Lyapunov functionadaptive filteringsingular value decompositionprincipal component analysisgradient flowisospectral flowhomogeneous manifold

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Lyapunov and storage functions (93D30) Adaptive control/observation systems (93C40)

Related Items

Dynamical methods for polar decomposition and inversion of matrices, Dynamically Orthogonal Numerical Schemes for Efficient Stochastic Advection and Lagrangian Transport, A Geometric Approach to Dynamical Model Order Reduction, Singular-value decomposition via gradient and self-equivalent flows, Total linear least squares and the algebraic Riccati equation, Extending the applicability of Newton's method on Lie groups, Comparison of Two Main Approaches to Joint SVD, The constrained Newton method on a Lie group and the symmetric eigenvalue problem

Cites Work

• Balanced realizations via gradient flow techniques
• Self-similar flows
• A simplified neuron model as a principal component analyzer
• Dynamical systems that sort lists, diagonalize matrices, and solve linear programming problems
• Self-Equivalent Flows Associated Decomposition
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