Local Convergence Analysis of FastICA
Date
2006
Authors
Shen, Hao
Hueper, Knut
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
Abstract
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.
Description
Keywords
Keywords: Algorithms; Independent component analysis; Iterative methods; Linear algebra; Numerical linear algebra; Power iterations; Scalar shifted version; Blind source separation
Citation
Collections
Source
Type
Book chapter
Book Title
Independent Component Analysis and Blind Signal Separation