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SPSA for noisy non-stationary blind source separation

Morison, G.H. and Durrani, T.S. (2003) SPSA for noisy non-stationary blind source separation. In: 2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03)., 2003-04-06 - 2003-04-10.

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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.