Self-Organizing and Adaptive Algorithms for Generalized Eigen-Decomposition

Abstract

The paper is developed in two parts where we discuss a new approach to self-organization in a single-layer linear feed-forward network. First, two novel algorithms for self-organization are derived from a two-layer linear hetero-associative network performing a one-of-m classification, and trained with the constrained least-mean-squared classification error criterion. Second, two adaptive algorithms are derived from these self(cid:173) organizing procedures the principal generalized eigenvectors of two correlation matrices from two sequences of random vectors. These novel adaptive algorithms can be implemented in a single-layer linear feed-forward network. We give a rigorous convergence analysis of the adaptive algorithms by using stochastic approximation theory. As an example, we consider a problem of online signal detection in digital mobile communications.