Elements of information theory
Elements of information theory
Natural gradient works efficiently in learning
Neural Computation
Blind source recovery: a framework in the state space
The Journal of Machine Learning Research
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This paper describes a generalized state space Blind Source Recovery (BSR) framework obtained by using the Kullback-Lieblar divergence as a performance functional and the application of optimization theory under the constraints of a feedforward state space structure. Update laws for both the non-linear and the linear dynamical systems have been derived for the domain of dynamic blind source recovery along both ordinary stochastic gradient and the Riemannian contra-variant gradient directions. The choice of the rich state space demixing network structure allows for the development of potent learning rules, capable of handling most filtering paradigms and convenient extension to non-linear models. Some particular filtering cases are subsequently derived from this general structure and are compared with material in the recent literature. Some of this reported work has also been implemented in dedicated hardware/software. An illustrative simulation example has been presented to demonstrate the online adaptation capabilities of the proposed algorithms.