SPSA for noisy non-stationary blind source separation

In this paper a novel application of the simultaneous perturbation stochastic approximation algorithm (SPSA) to the noisy non-stationary blind source separation problem is presented and described. The proposed approach demonstrates the algorithm with a second order cost function suitable for applications to non-stationary data. Some extensions to the algorithm that are currently being investigated are also described in the paper, and the algorithm performance is demonstrated via simulation.