自适应步长加权正交约束自然梯度ICA算法

Abstract

Abstract:

For the instability of the traditional natural gradient ICA algorithm and the inaccuracy of separation results,a natural gradient ICA algorithm combining adaptive step-size and weighted orthogonal constraint is put forward.Firstly,based on the orthogonal constraint of separation matrix,a single-step orthogonal correction method is introduced.Then,because the difference of adjacent iteration results can be used to construct smoothly the distance from iteration result to optimal value,a single-step error estimation function is proposed.Finally,according to this error estimation function,an adaptive step-size is raised.Simulation experiments show that the rate of convergence of natural gradient ICA algorithm combining adaptive step-size and weighted orthogonal constraint is higher than that of the traditional natural gradient ICA algorithm,and at the same time the stability of the algorithm and the accuracy of the separation results have been improved greatly.

Key words: ICA;steepest descent;weighted orthogonal constraint;adaptive step-size

CLC Number:

TN911.7

TANG Xin-Jia, ZHANG Xiu-Fang. Natural Gradient ICA Algorithm Based on Adaptive Step-size and Weighted Orthogonal Constraint[J]., 2012, 25(12): 7-.

References

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Natural Gradient ICA Algorithm Based on Adaptive Step-size and Weighted Orthogonal Constraint

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