A statistical convergence analysis of the FastICA algorithm for two-source mixtures

Conference Record - Asilomar Conference on Signals, Systems and Computers

Volumn 2005, Issue , 2005, Pages 335-339

  Douglas, Scott C ^a  

^a Southern Methodist University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; BLIND SOURCE SEPARATION; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; SIGNAL INTERFERENCE;

INTER-CHANNEL INTERFERENCE (ICI); NOISELESS MIXTURES; SOURCE DISTRIBUTIONS; STATISTICAL CONVERGENCE;

INDEPENDENT COMPONENT ANALYSIS;

EID: 33847681069     PISSN: 10586393     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. S.C. Douglas, "On the convergence behavior of the FastICA algorithm," Proc. Fourth Symp. Indep. Compon. Anal. Blind Signal Separation, Kyoto, Japan, pp. 409-414, Apr. 2003.
2. A. Hyvärinen and E. Oja, "A fast fixed-point algorithm for independent component analysis," Neural Computation, vol. 9, no. 7, pp. 1483-1492, Oct. 1997.
3. A. Hyvarinen, J. Karhunen, and E. Oja, Independent Component Analysis (New York: Wiley, 2001).
4. P.A. Regalia and E. Kofidis, "Monotonic convergence of fixed-point algorithms for ICA," IEEE Trans. Neural Networks, vol. 14, pp. 943-949, July 2003.
5. E. Oja, "Convergence of the symmetrical FastICA algorithm," Proc. 9th Int. Conf. Neural Inform. Processing, Singapore, Nov. 2002.
6. Z. Koldovsky, P. Tichavsky, and E. Oja, "Cramer-Rao lower bound for linear independent component analysis," Proc. IEEE Int. Conf. Acoust., Speech, Signal Processing Philadelphia,PA, vol. 3, pp. 581-584,Mar. 2005.
7. W.A. Gardner, "Learning characteristics of stochastic-gradient- descent algorithms: A general study, analysis, and critique," Signal Processing, vol. 6, no. 2, pp. 113-133 Apr. 1984.
8. S.C. Douglas, Z. Yuan, and E. Oja, "Average convergence behavior of the FastICA algorithm for blind source separation," Proc. 6th Int. Conf. Indep. Compon. Anal. Blind Signal Separation, Charleston, SC, Mar. 2006 (in press).