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A simple adaptive algorithm for principle component and independent component analysis

Authors
Shin, Hyun-ChoolKim, Hyoung-NamSong, Woo-Jin
Issue Date
May-2008
Publisher
IEICE-INST ELECTRONICS INFORMATION COMMUNICATIONS ENG
Keywords
constrained optimization; unit-norm; principle component analysis; independent component analysis
Citation
IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, v.E91A, no.5, pp.1265 - 1267
Journal Title
IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES
Volume
E91A
Number
5
Start Page
1265
End Page
1267
URI
http://scholarworks.bwise.kr/ssu/handle/2018.sw.ssu/16872
DOI
10.1093/ietfec/e91-a.5.1265
ISSN
0916-8508
Abstract
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.
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College of Information Technology (Department of Electronic Engineering)
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