A simple adaptive algorithm for principle component and independent component analysis

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초록

In this letter we propose a simple adaptive algorithm which solves the unit-norm constrained optimization problem. Instead of conventional parameter norm based normalization, the proposed algorithm incorporates single parameter normalization which is computationally much simpler. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.

키워드

constrained optimization; unit-norm; principle component analysis; independent component analysis
제목
A simple adaptive algorithm for principle component and independent component analysis
저자
Shin, Hyun-Chool; Kim, Hyoung-Nam; Song, Woo-Jin
DOI
10.1093/ietfec/e91-a.5.1265
발행일
2008-05
유형
Article
저널명
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
권
E91A
호
5
페이지
1265 ~ 1267