Copyright © 2008 The Institute of Electronics, Information and Communication Engineers
Regular Section -- Letters -- Digital Signal Processing |
A Simple Adaptive Algorithm for Principle Component and Independent Component Analysis*
1 The author is with School of Electronics Engineering, College of Information Technology, Soongsil Univ., Seoul, Republic of Korea. E-mail: shinhc{at}ssu.ac.kr, 2 The author is with Department of Electronic and Electrical Engineering, Pusan National Univ., Busan, Republic of Korea., 3 The author is with Division of Electronics and Computer Engineering, Pohang University of Science and Technology (POSTECH), Pohang, Republic of Korea.
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.
Key Words: constrained optimization, unit-norm, principle component analysis, independent component analysis
Manuscript received July 2, 2007. Manuscript revised November 18, 2007.
* This work was supported by the Soongsil University Research Fund.
References
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