A Simple Adaptive Algorithm for Principle Component and Independent Component Analysis

  • Authors:
  • Hyun-Chool Shin;Hyoung-Nam Kim;Woo-Jin Song

  • Affiliations:
  • -;-;-

  • Venue:
  • IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
  • Year:
  • 2008

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Abstract

In this letter we propose a simple adaptive algorithm which solves the unit-norm constrained optimization problem. Instead of conventional parameter norm based normalization, the proposed algorithm incorporates single parameter normalization which is computationally much simpler. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.