Pivot selection strategies in Jacobi joint block-diagonalization
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Blind separation of cyclostationary sources using joint block approximate diagonalization
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Blind separation of mixture of independent sources through aquasi-maximum likelihood approach
IEEE Transactions on Signal Processing
Blind separation of instantaneous mixtures of nonstationary sources
IEEE Transactions on Signal Processing
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Independent component analysis (ICA) and blind source separation (BSS) deal with extracting mutually-independent elements from their observed mixtures. In "classical" ICA, each component is one-dimensional in the sense that it is proportional to a column of the mixing matrix. However, this paper considers a more general setup, of multidimensional components. In terms of the underlying sources, this means that the source covariance matrix is block-diagonal rather than diagonal, so that sources belonging to the same block are correlated whereas sources belonging to different blocks are uncorrelated. These two points of view --correlated sources vs. multidimensional components-- are considered in this paper. The latter offers the benefit of providing a unique decomposition. We present a novel, closed-form expression for the optimal performance of second-order ICA in the case of multidimensional elements. Our analysis is verified through numerical experiments.