The Existence of Spurious Equilibrium in FastICA

FastICA is a fast fixed-point algorithm proposed by Hyvärinen for Independent Component Analysis (ICA). For the outstanding performance such as fast convergence and robustness, it is now one of the most popular estimate methods. The existence of spurious equilibrium in FastICA is addressed in this paper, which comes from its applications in Blind Source Separation (BSS). Two issues are involved. The first is on the object function and the second is about the fixed-point algorithm, an approximate Newton’s method. Analysis shows the existence of spurious equilibrium, which is the singular point introduced during the algorithm’s derivation. Experimental results show the estimates of spurious equilibria, and improvements are proposed by revising the convergence condition.

Authors and Affiliations

1. Department of Automatic Control, National University of Defense Technology, Changsha, Hunan, 410073, P.R.C.

   Gang Wang & Dewen Hu

2. Telecommunication Engineering Institute, Air Force Engineering University, Xi’an, Shanxi, 710077, P.R.C.

   Gang Wang

Editors and Affiliations

1. School of Electronic and Information Engineering, Dalian University of Technology, 116023, Dalian, China

   Fu-Liang Yin

2. Department of Mechanical and Automation Engineering, The Chinese University of Hong Kong, Shatin, New Territories, Hong Kong, China

   Jun Wang

3. School of Electronic and Information Engineering, Dalian University of Technology, 116023, Dalian, Liaoning, China

   Chengan Guo

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© 2004 Springer-Verlag Berlin Heidelberg

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