Abstract

AbstractIndependent component analysis is an important statistical tool in machine learning, pattern recognition, and signal processing. Most of these applications require on-line learning algorithms. Current on-line ICA algorithms use the stochastic gradient concept, drawbacks of which include difficulties in selecting the step size and generating suboptimal estimates. In this paper a recursive generalized eigendecomposition algorithm is proposed that tracks the optimal solution that one would obtain using all the data observed.KeywordsIndependent Component AnalysisIndependent Component AnalysisBlind Source SeparationRecursive Little SquareIndependent Component Analysis AlgorithmThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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