Fast approximate joint diagonalization incorporating weight matrices
IEEE Transactions on Signal Processing
ICA color space for pattern recognition
IEEE Transactions on Neural Networks
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Blind inversion of a linear and instantaneous mixture of source signals is a problem often encountered in many signal processing applications. Efficient fastICA (EFICA) offers an asymptotically optimal solution to this problem when all of the sources obey a generalized Gaussian distribution, at most one of them is Gaussian, and each is independent and identically distributed (i.i.d.) in time. Likewise, weights-adjusted second-order blind identification (WASOBI) is asymptotically optimal when all the sources are Gaussian and can be modeled as autoregressive (AR) processes with distinct spectra. Nevertheless, real-life mixtures are likely to contain both Gaussian AR and non-Gaussian i.i.d. sources, rendering WASOBI and EFICA severely suboptimal. In this paper, we propose a novel scheme for combining the strengths of EFICA and WASOBI in order to deal with such hybrid mixtures. Simulations show that our approach outperforms competing algorithms designed for separating similar mixtures.