A Simple Adaptive Algorithm for Principle Component and Independent Component Analysis

Hyun-Chool SHIN
Hyoung-Nam KIM
Woo-Jin SONG

IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E91-A    No.5    pp.1265-1267
Publication Date: 2008/05/01
Online ISSN: 1745-1337
DOI: 10.1093/ietfec/e91-a.5.1265
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Digital Signal Processing
constrained optimization,  unit-norm,  principle component analysis,  independent component analysis,  

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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.