Independent component analysis, a new concept?
Signal Processing - Special issue on higher order statistics
High-order contrasts for independent component analysis
Neural Computation
Complex independent component analysis of frequency-domain electroencephalographic data
Neural Networks - Special issue: Neuroinformatics
Independent component analysis based on symmetrised scatter matrices
Computational Statistics & Data Analysis
Complex ICA using generalized uncorrelating transform
Signal Processing
Equivariant adaptive source separation
IEEE Transactions on Signal Processing
Subspace-based direction-of-arrival estimation using nonparametricstatistics
IEEE Transactions on Signal Processing
Complex random vectors and ICA models: identifiability, uniqueness, and separability
IEEE Transactions on Information Theory
Complex ICA using generalized uncorrelating transform
Signal Processing
The deflation-based FastICA estimator: statistical analysis revisited
IEEE Transactions on Signal Processing
IEEE Transactions on Signal Processing
A new performance index for ICA: properties, computation and asymptotic analysis
LVA/ICA'10 Proceedings of the 9th international conference on Latent variable analysis and signal separation
Joint diagonalization of several scatter matrices for ICA
LVA/ICA'12 Proceedings of the 10th international conference on Latent Variable Analysis and Signal Separation
Widely linear prediction for transfer function models based on the infinite past
Computational Statistics & Data Analysis
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It is shown that any pair of scatter and spatial scatter matrices yields an estimator of the separating matrix for complex-valued independent component analysis (ICA). Scatter (resp. spatial scatter) matrix is a generalized covariance matrix in the sense that it is a positive definite hermitian matrix functional that satisfies the same affine (resp. unitary) equivariance property as does the covariance matrix and possesses an additional IC-property, namely, it reduces to a diagonal matrix at distributions with independent marginals. Scatter matrix is used to decorrelate the data and the eigenvalue decomposition of the spatial scatter matrix is used to find the unitary mixing matrix of the uncorrelated data. The method is a generalization of the FOBI algorithm, where a conventional covariance matrix and a certain fourth-order moment matrix take the place of the scatter and spatial scatter matrices, respectively. Emphasis is put on estimators employing robust scatter and spatial scatter matrices. The proposed approach is one among the computationally most attractive ones, and a new efficient algorithm that avoids decorrelation of the data is also proposed. Moreover, the method does not rely upon the commonly made assumption of complex circularity of the sources. Simulations and examples are used to confirm the reliable performance of our method.