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Chapter
Convergence of Time-Invariant Dynamical Systems
DOI link for Convergence of Time-Invariant Dynamical Systems
Convergence of Time-Invariant Dynamical Systems book
Convergence of Time-Invariant Dynamical Systems
DOI link for Convergence of Time-Invariant Dynamical Systems
Convergence of Time-Invariant Dynamical Systems book
ABSTRACT
The objective of Chapter 6 is to provide methods for providing sufficient conditions for ensuring that time-invariant discrete-time and time-invariant continuous-time dynamical systems will converge to either an isolated critical point or a collection of critical points. Such dynamical systems are often used to represent inference algorithms and batch learning algorithms. The concept of a Lyapunov function is then introduced for analyzing the dynamics of discrete-time and continuous-time dynamical systems. A Lyapunov function tends to decrease as the dynamical system evolves. The Finite State Space Invariant Set Theorem is introduced for the purpose of proving the convergence of a discrete-time dynamical system on a finite state space. Next, LaSalle's Invariant Set Theorem is introduced for providing sufficient conditions for the trajectories of a discrete-time or continuous-time dynamical system to converge to either an individual critical point or a collection of critical points. These convergence theorems are then used to investigate the asymptotic behavior of commonly used batch learning algorithms such as: gradient descent, and ADAGRAD. These convergence theorems are also used to investigate the asymptotic behavior of clustering algorithms, the ICM (iterated conditional modes) algorithm, the Hopfield (1982) algorithm, and the BSB (Brain-State-in-a-Box) algorithm.