Adaptive RLS algorithm for blind source separation using a natural gradient
Xiaolong Zhu, Xian‐Da Zhang · IEEE Signal Processing Letters · 2002
By using the natural gradient on the Stiefel manifold to minimize a nonlinear principle component analysis criterion, this letter proposes a new adaptive recursive-least-squares (RLS) algorithm with prewhitening for blind source separation (BSS), which makes full use of the orthogonality constraint of the separating matrix. Simulations show that the new natural-gradient-based RLS algorithm has faster convergence than the existing least-mean-square algorithms and RLS algorithm for BSS.