Convergence analysis of a discrete-time single-unit gradient ICA algorithm

  • Authors:
  • Mao Ye;Xue Li;Chengfu Yang;Zengan Gao

  • Affiliations:
  • Computational Intelligence Laboratory, School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan, P.R. China;School of Information Technology and Electronic Engineering, The University of Queensland, Brisbane, Queensland, Australia;Computational Intelligence Laboratory, School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu, Sichuan, P.R. China;School of Economics and Management, Southwest Jiaotong University, Chengdu, Sichuan, P.R. 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

We revisit the one-unit gradient ICA algorithm derived from the kurtosis function. By carefully studying properties of the stationary points of the discrete-time one-unit gradient ICA algorithm, with suitable condition on the learning rate, convergence can be proved. The condition on the learning rate helps alleviate the guesswork that accompanies the problem of choosing suitable learning rate in practical computation. These results may be useful to extract independent source signals on-line.