3 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.OC2026
Convergence Analysis of Natural Power Method and Its Applications to Control
Daiki Tsuzuki, Kentaro Ohki
This paper analyzes the discrete-time natural power method, demonstrating its convergence to the dominant -dimensional subspace corresponding to the eigenvalues with the lar…
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…