A cross-associative neural network for SVD of non-squared data matrix in signal processing

Abstract

This paper proposes a cross-associative neural network (CANN) for singular value decomposition (SVD) of a non-squared data matrix in signal processing, in order to improve the convergence speed and avoid the potential instability of the deterministic networks associated with the cross-correlation neural-network models. We study the global asymptotic stability of the network for tracking all the singular components, and show that the selection of its learning rate in the iterative algorithm is independent of the singular value distribution of a non-squared matrix. The performances of CANN are shown via simulations.