On-line Algorithm for Blind Signal Extraction of Arbitrarily Distributed, but Temporally Correlated Sources Using Second Order Statistics

Authors:
Andrzej Cichocki;Ruck Thawonmas
Affiliations:
Laboratory for Open Information Systems, Brain Science Institute, RIKEN, 2-1 Hirosawa, Wako-shi, Saitama 351-0198, Japan/ Warsaw University of Technology, 00-661 Warsaw, Poland. E-mail: ci ...;Department of Information Systems Engineering, Kochi University of Technology, 185 Miyanokuchi, Tosayamada-cho, Kami-gun, Kochi 782-8502, Japan. E-mail: ruck@info.kochi-tech.ac.jp
Venue:
Neural Processing Letters
Year:
2000

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Abstract

Most of the algorithms for blind separation/extraction and independent component analysis (ICA) can not separate mixtures of sources with extremely low kurtosis or colored Gaussian sources. Moreover, to separate mixtures of super- and sub-Gaussian signals, it is necessary to use adaptive (time-variable) or switching nonlinearities which are controlled via computationally intensive measures, such as estimation of the sign of kurtosis of extracted signals. In this paper, we develop a very simple neural network model and an efficient on-line adaptive algorithm that sequentially extract temporally correlated sources with arbitrary distributions, including colored Gaussian sources and sources with extremely low values (or even zero) of kurtosis. The validity and performance of the algorithm have been confirmed by extensive computer simulation experiments.