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!
2
2 0LUO
d w ( t )
dt
w ( t ) 4
2
2
2
d w (
t
)
) 2
2
=
(2.83)
w (
t
0OJAn
"
dt
2
2 0
d w ( t )
dt
EXIN
and for all three neurons dV ( t ) / dt = 0for d w ( t ) / dt = 0(i.e., dV ( t ) / dt is
negative semidefinite (i.e., the Lyapunov function is weak ). For completeness
the Lyapunov function time derivative is given for OJA [83]:
2
2 + ( 1
dV (w ( t ))
dt
d w ( t )
dt
=− w ( t ) 2
2
2 w
( t ) R w ( t ) 2
2
T
2
w ( t )
R w ( t )
Then, for the Lyapunov direct method (see, e.g., [132]) the ODE has the points
for d
0 as asymptotic stable points in the limit of the ODE approxi-
mation, but the global asymptotic stability theorem does not hold because V (w)
is radially bounded . According to Ljung [118, Cor. 2], the ODEs have the point
{∞} as stationary, too. For all three neurons, at the stable state w ( t st ) ,
d w (
w (
t
) /
dt
=
t st
)
T
=
0
w
(
t st
) w (
t st
)
R
w (
t st
)
dt
T
= w
( t st ) R w ( t st ) w ( t st )
Then
T
R w ( t st ) = w
( t st ) R w ( t st )
w ( t st )
(2.84)
w
T
(
t st
) w (
t st
)
That is, w ( t st ) is one eigenvector of R , and its corresponding eigenvalue λ ( t st ) is
the Rayleigh quotient of R . It still has to be proven that λ ( t st ) = λ n . The weight
w ( t ) can be expressed as a function of the orthogonal vectors:
n
w ( t ) =
f i ( t ) z i
(2.85)
i =
1
Replacing it into eq. (2.33), recalling the orthogonality of the eigenvectors, yields
df i ( t )
dt
) 4
2
T
= w (
t
[
w
(
t
)
R
w (
t
)
f i (
t
)
T
w
( t ) w ( t ) λ i f i ( t ) ]
i = 1, 2, ... , n
(2.86)
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