An approach to blind separation based on penalty function with multipliers

Through an analysis and comparison of the algorithm proposed by Hyvarinen-Oja (1996), we present an approach of blind separation based on the penalty functions with multipliers. The approach gives the method to select the penalty function and speeds up the convergence of the algorithm. It avoids the ill-posed problem that may be caused by the pure penalty functions. Also, we propose a new simple method of deflation. The simulations show the good effectiveness of our algorithm. The separation time of our algorithm is shorter than the one proposed by Hyvarinen-Oja (1996) by 30%.