4 papers · 1 filter
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…
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…
Low-rank approximated Kalman filter using Oja's principal component flow for discrete-time linear systems
Daiki Tsuzuki, Kentaro Ohki
The Kalman filter is indispensable for state estimation across diverse fields but faces computational challenges with higher dimensions. Approaches such as Riccati equation approxi…
Low-rank approximated Kalman-Bucy filters using Oja's principal component flow for linear time-invariant systems
Daiki Tsuzuki, Kentaro Ohki
The Kalman-Bucy filter is extensively utilized across various applications. However, its computational complexity increases significantly in large-scale systems. To mitigate this c…