Abstract
This study proposes and evaluates a recursive algorithm for incremental estimation of independent components from on-line data. The algorithm offers the convergence properties of batch independent component analysis (ICA) with incremental updates of a form similar to natural gradient (NG) on-line information maximization (Infomax). We employ recursive procedure to arrive at steady state solution given by NG Infomax. Furthermore, we propose a novel procedure to compute corrective updates on the basis of previous estimates. Implementation of this algorithm incurs linear complexity in data size, input dimensions, and number of estimated independent components. Significant gains in convergence rate over on-line natural gradient ICA are demonstrated.
Original language | English |
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Pages | 2813-2816 |
Number of pages | 4 |
DOIs | |
Publication status | Published - Sep 28 2012 |
Event | 2012 IEEE International Symposium on Circuits and Systems, ISCAS 2012 - Seoul, Korea, Republic of Duration: May 20 2012 → May 23 2012 |
Conference
Conference | 2012 IEEE International Symposium on Circuits and Systems, ISCAS 2012 |
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Country | Korea, Republic of |
City | Seoul |
Period | 5/20/12 → 5/23/12 |
ASJC Scopus subject areas
- Hardware and Architecture
- Electrical and Electronic Engineering