Letters: Gaussian moments for noisy unifying model

Authors:
Yumin Yang;Chonghui Guo
Affiliations:
Institute of Systems Engineering, Dalian University of Technology, Dalian 116024, PR China and Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, PR China and Depar ...;Institute of Systems Engineering, Dalian University of Technology, Dalian 116024, PR China
Venue:
Neurocomputing
Year:
2008

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Abstract

A unifying model that combines three properties is proposed by Hyvarinen, and a gradient ascent algorithm for independent component analysis (ICA) is performed by maximum likelihood estimation. In this paper, we consider the estimation of the data model of ICA when Gaussian noise is present and the independent components are time dependent. Firstly, according to the useful property of Gaussian moments, we introduce Gaussian moments algorithm to estimation of the noisy unifying model when the noise covariance matrix is known. Next, when the noise covariance is unknown, a new Gaussian moments algorithm is developed. Finally, the validity and performance of our algorithms are demonstrated by computer simulations.