U. Lindgren et al., ON LOCAL CONVERGENCE OF A CLASS OF BLIND SEPARATION ALGORITHMS, IEEE transactions on signal processing, 43(12), 1995, pp. 3054-3058
A class of recursive stochastic gradient algorithms for blind separati
on of dynamically mixed independent source signals are analyzed. The s
tudied methods utilize correlations and high-order moments in order to
enforce statistical independence of the separated signals. The local
convergence properties of the schemes are investigated, and it is demo
nstrated that local convergence is tied to positive realness of certai
n mixing transfer functions.