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Unsolved Problems in Mathematical Systems and Control Theory by Vincent D. Blondel, Alexandre Megretski

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Problem 3.9

Dynamics of principal and minor

component flows

U. Helmke and S. Yoshizawa

Department of Mathematics

University of Wurzburg

Am Hubland, D-97074 Wurzburg

Germany

helmke@mathematik.uni-wuerzburg.de

R. Evans, J.H. Manton and I.M.Y. Mareels

Department of Electrical and Electronic Engineering

The University of Melbourne

Victoria 3010

Australia

jon@ee.mu.oz.au

Stochastic subspace tracking algorithms in signal processing and neural networks are often analyzed by studying the associated matrix differential equations. Such gradient-like nonlinear differential equations have an intricate convergence behavior that is reminiscent of matrix Riccati equations. In fact, these types of systems are closely related. We describe a number of open research ...

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