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基于自适应评价函数的独立成分分析算法
引用本文:王法松,李宏伟,何水明.基于自适应评价函数的独立成分分析算法[J].系统仿真学报,2005,17(9):2222-2225.
作者姓名:王法松  李宏伟  何水明
作者单位:中国地质大学数学与物理学院,武汉,430074
基金项目:国家自然科学基金(60472062)和湖北省自然科学基金(2004ABA038)
摘    要:简要介绍独立成分分析(ICA)及其模型,然后在极大似然估计的框架下,基于两类参数模型--Gaussian混合密度模型和Pearson系统模型,研究了具有对称分布(包括超高斯分布与亚高斯分布)和非对称分布源混合信号的盲分离问题,给出了一种有效的基于灵活评价函数的ICA新算法,该算法在一定意义上实现了对源信号概率分布的真正全“盲”。与原有的ICA算法相比,该算法具有更广泛应用范围。模拟实验验证了算法的有效性。

关 键 词:独立成分分析  极大似然估计  自然梯度  评价函数
文章编号:1004-731X(2005)09-2222-04
收稿时间:2004-06-29
修稿时间:2005-06-21

Adaptive Algorithm for Independent Component Analysiswith Flexible Score Functions
WANG Fa-song,LI Hong-wei,HE Shui-ming.Adaptive Algorithm for Independent Component Analysiswith Flexible Score Functions[J].Journal of System Simulation,2005,17(9):2222-2225.
Authors:WANG Fa-song  LI Hong-wei  HE Shui-ming
Institution:School of Mathematics and Physics, China University of Geosciences, Wuhan 430074, China
Abstract:After giving a brief introduction about the idea of the model of Independent Component Analysis (ICA),an algorithm for ICA without any knowledge of their probability distributions was provided.It was achieved under a maximum likelihood framework by considering Gaussian parametric density mixture model and Pearson system model.As a result,an explicit ICA algorithm with flexible score functions to various marginal densities was obtained.Simulation result shows that the proposed algorithm is able to separate a wild range of source signals,including sub-Gaussian and super-Gaussian sources,symmetric and asymmetric sources.
Keywords:independent component analysis  maximum likelihood estimation  natural gradient  score function
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