Algorithms with high order convergence speed for blind source extraction

Pando Georgiev, Panos Pardalos, Andrzej Cichocki

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

A rigorous convergence analysis for the fixed point ICA algorithm of Hyvärinen and Oja is provided and a generalization of it involving cumulants of an arbitrary order is presented. We consider a specific optimization problem OP(p), p>3, integer, arising from a Blind Source Extraction problem (BSE) and prove that every local maximum of OP(p) is a solution of (BSE) in sense that it extracts one source signal from a linear mixture of unknown statistically independent signals. An algorithm for solving OP(p) is constructed, which has a rate of convergence p-1.

Original languageEnglish
Pages (from-to)123-131
Number of pages9
JournalComputational Optimization and Applications
Volume38
Issue number1
DOIs
Publication statusPublished - Sep 2007
Externally publishedYes

Keywords

  • Cumulants
  • Fixed point algorithm
  • Independent component analysis

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