2 papers
eess.SY2026
On the Oja-Flow-Based Low-Rank Approximation of Kalman-Bucy Filters for Linear Time-Varying Systems
Kentaro Ohki
This paper studies a low-rank Kalman-Bucy filtering framework for linear time-varying systems through the tracking analysis of Oja's principal component flow. Under structured assu…
math.OC2025
Global Convergence of Oja's Component Flow for General Square Matrices and Its Applications
Daiki Tsuzuki, Kentaro Ohki
In this study, the global convergence properties of the Oja flow, a continuous-time algorithm for principal component extraction, was established for general square matrices. The O…