Natural gradient-based recursive least-squares algorithm for adaptive blind source separation

@article{Zhu2004NaturalGR,
  title={Natural gradient-based recursive least-squares algorithm for adaptive blind source separation},
  author={Xiao-Long Zhu and Xianda Zhang and Jimin Ye},
  journal={Science in China Series F: Information Sciences},
  year={2004},
  volume={47},
  pages={55-65}
}
This paper focuses on the problem of adaptive blind source separation (BSS). First, a recursive least-squares (RLS) whitening algorithm is proposed. By combining it with a natural gradient-based RLS algorithm for nonlinear principle component analysis (PCA), and using reasonable approximations, a novel RLS algorithm which can achieve BSS without additional pre-whitening of the observed mixtures is obtained. Analyses of the equilibrium points show that both of the RLS whitening algorithm and the… CONTINUE READING

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