A Simple Adaptive Algorithm for Principle Component and Independent Component Analysis
Hyun-Chuol Shin, Hyoung-Nam Kim, Woo-Jin Song · IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences · 2008
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 computation-ally much simpler. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.