An extended algorithm for independent component analysis
2009
The complex-valued independent component analysis algorithm is effective for non-Gaussian circular signals,but is not valid for non-Gaussian non-circular signals.To solve this,the authors proposed an extended complex-valued independent component analysis algorithm.This algorithm constructed its cost function by releasing the assumed condition of the original algorithm,and thus deduced an improved complex-valued independent component analysis with larger application scope by using a Newtonian-like iterative algorithm to optimize the new cost function.Like the original algorithm,the proposed algorithm shares a fast convergence rate.It is not only valid for non-Gaussian circular signals which the original algorithm is valid for,but also for non-Gaussian non-circular signals which the original algorithm is not valid for.Theoretical analysis and simulations prove the efficiency and correctness of the algorithm.
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