Natural Gradient Learning for Over-and Under-Complete

摘要

Independent component analysis or blind source separation is a new technique of extracting independent signals from mixtures. It is appli- cable even when the number of independent sources is unknown and is larger or smaller than the number of observed mixture signals. This article extends the natural gradient learning algorithm to be applicable to these overcomplete and undercomplete cases. Here, the observed signals are assumed to be whitened by preprocessing, so that we use the natural Riemannian gradient in Stiefel manifolds.