An extended online Fast-ICA algorithm

Authors:
Gang Wang;Ni-ni Rao;Zhi-lin Zhang;Quanyi Mo;Pu Wang
Affiliations:
School of life Science and Technology, University of Electronic Science and Technology of China, Chengdu, China;School of life Science and Technology, University of Electronic Science and Technology of China, Chengdu, China;Blind Source Separation Group, University of Electronic Science and Technology of China, Chengdu, China;Blind Source Separation Group, University of Electronic Science and Technology of China, Chengdu, China;Blind Source Separation Group, University of Electronic Science and Technology of China, Chengdu, China
Venue:
ISNN'06 Proceedings of the Third international conference on Advances in Neural Networks - Volume Part I
Year:
2006

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Abstract

Hyävrinen and Oja have proposed an offline Fast-ICA algorithm. But it converge slowly in online form. By using the online whitening algorithm, and applying nature Riemannian gradient in Stiefel manifold, we present in this paper an extended online Fast-ICA algorithm, which can perform online blind source separation (BSS) directly using unwhitened observations. Computer simulation resluts are given to demonstrate the effectiveness and validity of our algorithm.