Corrections to “Performance Analysis of the FastICA Algorithm and CramÉr–Rao Bounds for Linear Independent Component Analysis”

Authors:
P. Tichavsky;Z. Koldovsky;E. Oja
Affiliations:
Inst. of Inf. Theor. & Autom., Prague;-;-
Venue:
IEEE Transactions on Signal Processing
Year:
2008

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Abstract

The derivation of the Cramer-Rao bound (CRB) in [ldquoPerformance Analysis of the FastICA Algorithm and Cramer-Rao Bounds for Linear Independent Component Analysis,rdquo IEEE Trans. Signal Process., vol. 54, no. 4, Apr. 2006, pp. 1189-1203] contains errors, which influence the matrix form of the CRB but not the CRB on variance of relevant off-diagonal elements of the demixing matrix. In this correspondence, we correct these errors.