Title :
Dynamic behavior of the whitening process
Author :
Chen, Tianping ; Lin, Qin
Author_Institution :
Dept. of Math., Fudan Univ., Shanghai, China
Abstract :
We present an insightful view of whitening processes (or orthogonalization processes), which occur frequently in signal processing and neural network applications. For such processes, we show the dependence of the limiting solution on the initial matrix and the precise convergence rate. Simulation results corroborate our theoretical analysis.
Keywords :
convergence of numerical methods; matrix algebra; neural nets; signal processing; blind signal separation; convergence rate; dynamic behavior; initial matrix; iterative algorithm; limiting solution; neural network applications; orthogonalization processes; signal processing; simulation results; whitening process; Analytical models; Computational modeling; Cost function; Iterative algorithms; Limiting; Mathematics; Neural networks; Riccati equations; Signal processing; Signal processing algorithms;
Journal_Title :
Signal Processing Letters, IEEE
