Independent component analysis for nonminimum phase systems using stable dynamic model inversion

Abstract

This paper proposes an independent component analysis method using stable dynamic model inversion for nonminimum phase systems. First, a stable inverse filter is constructed based on a Kalman filter in order to estimate the input sequence of the given plant. Second, the learning algorithm is derived by minimizing the Kullback-Leibler divergence. Furthermore, a numerical simulation demonstrates the effectiveness of the proposed method.