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The term A in eq. (3.17) is the anti-Hebbian term. The term B is the con-
straining term (forgetting term). The term C performs the Gram-Schmidt
orthonormalization. Oja [141] demonstrated that under the assumptions
w
= 0, w j ( 0 ) 2 = 1,
T
j
λ N M + 1 < 1, and
ϑ > λ N M + 1 N 1,
( 0 ) z j
the weight vector
in eq.
(3.18) converges to the minor components
...
ϑ
λ N M + 1 N
z N M + 1 , z N M + 2 ,
, z N .If
is larger than but close to
1,
the convergence is slow.
LUO MSA algorithms . In [121],
two learning laws are proposed. The
first is
T
j
( t ) w j ( t ) x ( t ) + α ( t ) y j
w j ( t + 1 ) = w j ( t ) α ( t ) y j ( t ) w
( t ) w j ( t )
( t ) w j ( t )
i
T
j
+ βα ( t ) y j ( t ) w
y i ( t ) w i ( t )
(3.19)
> j
= N , N
...
, N M +
for j
1,
1. The corresponding averaging ODE is
given by
d w j ( t )
dt
I
T
j
T
i
=− w
(
t
) w j (
t
)
β
j w i (
t
) w
(
t
)
i
>
T
j
R
w
(
t
) + w
(
t
)
R
w
(
t
) w
(
t
)
(3.20)
j
j
j
where β is a positive constant affecting the convergence speed. Equation
(3.20) does not possess the invariant norm property (2.27) for j < N .The
second (MSA LUO) is the generalization of the LUO learning law (2.25):
w j (
t
+
1
) = w j (
t
) α (
t
)
y j (
t
)
(3.21)
T
j
T
j
w
(
t
) w
(
t
)
x j
(
t
) w
(
t
)
x j
(
t
) w
(
t
)
j
j
for j
= N , N
1,
...
, N M +
1and
x j ( t ) = x ( t )
i
y i ( t ) w i ( t )
(3.22)
> j
for
j
= N 1, ... , N M + 1. Equation (3.22)
represents,
at
con-
vergence,
the projection of x ( t )
on the subspace orthogonal
to the
...
eigenvectors z j + 1 , z j + 2 ,
, z N . In this way, an adaptive Gram-Schmidt
orthonormalization is done. Indeed, note that if
T
T
T
w
( 0 ) z N = w
( 0 ) z N =···= w
( 0 ) z i
= 0
(3.23)
in the assumptions for Theorem 49, the LUO weight vector converges to
z i 1 (this is clear in the proof of Theorem 60). This idea has been proposed
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