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Local Convergence Analysis of FastICA

Shen, Hao; Hueper, Knut


The FastICA algorithm can be considered as a selfmap on a manifold. It turns out that FastICA is a scalar shifted version of an algorithm recently proposed. We put these algorithms into a dynamical system framework. The local convergence properties are investigated subject to an ideal ICA model. The analysis is very similar to the well-known case in numerical linear algebra when studying power iterations versus Rayleigh quotient iteration.

CollectionsANU Research Publications
Date published: 2006
Type: Book chapter
Book Title: Independent Component Analysis and Blind Signal Separation
DOI: 10.1007/11679363_111


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