Complex random vectors and ICA models: identifiability, uniqueness, and separability

  • Authors:
  • J. Eriksson;V. Koivunen

  • Affiliations:
  • Dept. of Electr. Eng., Helsinki Univ. of Technol.;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

Quantified Score

Hi-index 754.92

Visualization

Abstract

In this paper, the conditions for identifiability, separability and uniqueness of linear complex valued independent component analysis (ICA) models are established. These results extend the well-known conditions for solving real-valued ICA problems to complex-valued models. Relevant properties of complex random vectors are described in order to extend the Darmois-Skitovich theorem for complex-valued models. This theorem is used to construct a proof of a theorem for each of the above ICA model concepts. Both circular and noncircular complex random vectors are covered. Examples clarifying the above concepts are presented