On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix

Journal of Mathematical Analysis and Applications

Volumn 106, Issue 1, 1985, Pages 69-84

  Oja, Erkki ^a   Karhunen, Juha ^b  

^a UNIVERSITY OF EASTERN FINLAND   (Finland)

^b AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

PATTERN RECOGNITION - MATHEMATICAL MODELS;

DIGITAL PATTERN RECOGNITION; DIGITAL SIGNAL PROCESSING; RANDOM MATRIX; STOCHASTIC APPROXIMATION;

SIGNAL PROCESSING;

EID: 0022013023     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/0022-247X(85)90131-3     Document Type: Article

References (22)

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