Proceedings. The Fourth International Conference on Computer and Information Technology
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Abstract

In this paper, we investigate some issues related to real-time processing for independent component analysis (ICA), based on gradient learning with simultaneous perturbation stochastic approximation (SPSA). Real-time ICA processing is especially necessary for an application in dynamic mixing environment, since a batch type of ICA processing can work well only in a static or stationary mixing environment. Although there are many choices for an ICA object function to which SPSA can be applied, in this paper, we choose a diagonality of the non-linear correlation matrix as our object function. Theories and implementations of the algorithm are described. Results of computer simulation are also presented to demonstrate the effectiveness.
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