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Nonlinear principal component analysis using strong tracking filter

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3 Author(s)
Ding, Zizhe ; Tsinghua National Laboratory for Information Science and Technology, Department of Automation, Tsinghua University, Beijing 100084, China ; Zhang, Xianda ; Zhu, Xiaolong

The paper analyzes the problem of blind source separation (BSS) based on the nonlinear principal component analysis (NPCA) criterion. An adaptive strong tracking filter (STF) based algorithm was developed, which is immune to system model mismatches. Simulations demonstrate that the algorithm converges quickly and has satisfactory steady-state accuracy. The Kalman filtering algorithm and the recursive leastsquares type algorithm are shown to be special cases of the STF algorithm. Since the forgetting factor is adaptively updated by adjustment of the Kalman gain, the STF scheme provides more powerful tracking capability than the Kalman filtering algorithm and recursive least-squares algorithm.

Published in:

Tsinghua Science and Technology  (Volume:12 ,  Issue: 6 )