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Stability analysis of Oja-RLS learning rule

Sikora R., Skarbek W.

Fundamenta Informaticae

1998

Vol. 34, nr 4

441-453

It is shown that the discrete time dynamical system defined by the Oja-RLS algorithm is stable in the closed ring K(0,9/8) - K(0,8/9) if only the initial gain B0 is bounded by (2B)-1, where B=b2 and b is the bound for the learning sequence. It is rigorously proved that automatically computed gains Bn in Oja-RLS scheme converge to zero with the rate 1/n, almost surely.