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Title: Convergence analysis of a class of Hyvärinen-Oja's ICA learning algorithms with constant learning rates
Authors: Lv, J.C.
Tan, K.K. 
Yi, Z.
Huang, S. 
Keywords: Deterministic discrete time (DDT) algorithm
Independent component analysis (ICA)
Invariant set
Learning algorithm
Stochastic discrete time (SDT) algorithm
Issue Date: 2009
Citation: Lv, J.C., Tan, K.K., Yi, Z., Huang, S. (2009). Convergence analysis of a class of Hyvärinen-Oja's ICA learning algorithms with constant learning rates. IEEE Transactions on Signal Processing 57 (5) : 1811-1824. ScholarBank@NUS Repository.
Abstract: The convergence of a class of Hyvärinen-Oja's independent component analysis (ICA) learning algorithms with constant learning rates is investigated by analyzing the original stochastic discrete time (SDT) algorithms and the corresponding deterministic discrete time (DDT) algorithms. Most existing learning rates for ICA learning algorithms are required to approach zero as the learning step increases. However, this is not a reasonable requirement to impose in many practical applications. Constant learning rates overcome the shortcoming. On the other hand, the original algorithms, described by the SDT algorithms, are studied directly. Invariant sets of these algorithms are obtained so that the nondivergence of the algorithms is guaranteed in stochastic environment. In the invariant sets, the local convergence of the original algorithms is analyzed by indirectly studying the convergence of the corresponding DDT algorithms. It is rigorously proven that the trajectories of the DDT algorithms starting from the invariant sets will converge to an independent component direction with a positive kurtosis or a negative kurtosis. The convergence results can shed some light on the dynamical behaviors of the original SDT algorithms. Furthermore, the corresponding DDT algorithms are extended to the block versions of the original SDT algorithms. The block algorithms not only establish a relationship between the SDT algorithms and the corresponding DDT algorithms, but also can get a good convergence speed and accuracy in practice. Simulation examples are carried out to illustrate the theory derived. © 2009 IEEE.
Source Title: IEEE Transactions on Signal Processing
ISSN: 1053587X
DOI: 10.1109/TSP.2009.2013887
Appears in Collections:Staff Publications

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