An Extended Online Fast-ICA Algorithm

Hyavrinen and Oja have proposed an offline Fast-ICA algorithm. But it converge slowly in online form. By using the online whitening algorithm, and applying nature Riemannian gradient in Stiefel manifold, we present in this paper an extended online Fast-ICA algorithm, which can perform online blind source separation (BSS) directly using unwhitened observations. Computer simulation resluts are given to demonstrate the effectiveness and validity of our algorithm.

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