IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Adaptive blind source separation using a risk-sensitive criterion


An adaptive blind signal separation filter is proposed using a risk-sensitive criterion framework. This criterion adopts an exponential type function. Hence, the proposed criterion varies the consideration weight of an adaptation quantity depending on errors in the estimates: the adaptation is accelerated when the estimation error is large, and unnecessary acceleration of the adaptation does not occur close to convergence. In addition, since the algorithm derivation process relates to an H∞ filtering, the derived algorithm has robustness to perturbations or estimation errors. Hence, this method converges faster than conventional least squares methods. Such effectiveness of the new algorithm is demonstrated by simulation.