Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第40回ISCIE「確率システム理論と応用」国際シンポジウム(2008年11月, 京都)
Performance Analysis of the ICA-based Adaptive Filtering Algorithm for System Identification
Jun-Mei YangHideaki Sakai
著者情報
ジャーナル フリー

2009 年 2009 巻 p. 85-90

詳細
抄録
A novel finite impulse response (FIR) adaptive filter algorithm was proposed for system identification based on independent component analysis (ICA). It shows an excellent robustness for non-Gaussian disturbance. In this paper, we discuss various properties of this ICA-based adaptive filter algorithm, including the role of the scaling paramter, the local stability condition and a performance analysis by calculating the estimation error covariance matrix using the ordinary differential equation (ODE) approach.
著者関連情報
© 2009 ISCIE Symposium on Stochastic Systems Theory and Its Applications
前の記事 次の記事
feedback
Top