An algorithm for real-time independent component analysis in dynamic environments

被引:0
|
作者
Ding, SX [1 ]
Wei, DM [1 ]
Omata, S [1 ]
机构
[1] Univ Aizu, Sch Comp Sci & Engn, Aizu Wakamatsu, Fukushima 9658580, Japan
关键词
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中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We present a novel algorithm for independent component analysis (ICA) based on gradient learning with simultaneous perturbation stochastic approximation (SPSA). This algorithm can work well in on-line mode of ICA processing, in a dynamic mixing environment. It converges very fast even for non-stationary, and/or non-identically independent distributed (non-I.I.D.) signals, so that the algorithm is very suitable for most real-time applications. In this paper, theories and implementations of the algorithm are described. Results of computer simulation are also presented to demonstrate the effectiveness.
引用
收藏
页码:105 / 108
页数:4
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