A modified BFGS method and its global convergence in nonconvex minimization
Journal of Computational and Applied Mathematics - Special issue on nonlinear programming and variational inequalities
Adaptive Blind Signal and Image Processing: Learning Algorithms and Applications
Adaptive Blind Signal and Image Processing: Learning Algorithms and Applications
SIAM Journal on Optimization
Topographic Independent Component Analysis
Neural Computation
A globally convergent BFGS method with nonmonotone line search for non-convex minimization
Journal of Computational and Applied Mathematics
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Blind source separation (BSS) of continuous-time chaotic signals from a linear mixture is addressed in this brief. It is assumed that the functional forms of the generating systems of chaotic signals are known, and the parameters of the generating systems and the mixture matrix are unknown. The problem of determining the parameters and the mixture matrix is formulated as an optimization one. A fast random search (FRS) algorithm is, therefore, proposed. Experimental results demonstrate that the FRS algorithm can solve the indeterminacy problem in BSS and show the separability of mixed signals in a high noise background.