Local Convergence Analysis of FastICA
نویسندگان
چکیده
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 wellknown case in numerical linear algebra when studying power iterations versus Rayleigh quotient iteration.
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