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Natural gradient-based recursive least-squares algorithm for adaptive blind source separation 被引量:8

Natural gradient-based recursive least-squares algorithm for adaptive blind source separation
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摘要 This paper focuses on the problem of adaptive blind source separation (BSS). First, a recursive least-squares (RLS) whitening algorithm is proposed. By combining it with a natural gradient-based RLS algorithm for nonlinear principle component analysis (PCA), and using reasonable approximations, a novel RLS algorithm which can achieve BSS without additional pre-whitening of the observed mixtures is obtained. Analyses of the equilibrium points show that both of the RLS whitening algorithm and the natural gradient-based RLS algorithm for BSS have the desired convergence properties. It is also proved that the combined new RLS algorithm for BSS is equivariant and has the property of keeping the separating matrix from becoming singular. Finally, the effectiveness of the proposed algorithm is verified by extensive simulation results. This paper focuses on the problem of adaptive blind source separation (BSS). First, a recursive least-squares (RLS) whitening algorithm is proposed. By combining it with a natural gradient-based RLS algorithm for nonlinear principle component analysis (PCA), and using reasonable approximations, a novel RLS algorithm which can achieve BSS without additional pre-whitening of the observed mixtures is obtained. Analyses of the equilibrium points show that both of the RLS whitening algorithm and the natural gradient-based RLS algorithm for BSS have the desired convergence properties. It is also proved that the combined new RLS algorithm for BSS is equivariant and has the property of keeping the separating matrix from becoming singular. Finally, the effectiveness of the proposed algorithm is verified by extensive simulation results.
出处 《Science in China(Series F)》 2004年第1期55-65,共11页 中国科学(F辑英文版)
关键词 blind source separation natural gradient recursive least-squares pre-whitening. blind source separation, natural gradient, recursive least-squares, pre-whitening.
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  • 3冶继民,金海红,楼顺天,张贤达.未知源信号数目投影自然梯度盲信号分离算法[J].西安电子科技大学学报,2006,33(2):190-194. 被引量:2
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