A new algorithm for independent component analysis with or without constraints

Published

Conference Paper

© 2002 IEEE. A new algorithm is developed for independent component analysis (ICA) with or without constraints on the mixing matrix or sources. The algorithm is based on the criterion of Joint Approximate Diagonalization of Eigen-matrices (JADE). We propose a column-wise processing approach to perform joint diagonalization of the cumulant (eigen-) matrices. We utilize the unitary property of diagonalizing matrix U and achieve decoupling of its columns via orthogonal projections. We propose a method called Alternating Eigen-search (AE) to maximize the JADE criterion with respect to one column of U at a time. The method is extended to the case in which there are application-dependent quadratic constraints imposed on the mixing matrix or sources, resulting in the so-called constrained ICA. Example results are provided to demonstrate the effectiveness and applicability of the algorithm.

Full Text

Duke Authors

Cited Authors

  • Liao, X; Carin, L

Published Date

  • January 1, 2002

Published In

Volume / Issue

  • 2002-January /

Start / End Page

  • 413 - 417

Electronic International Standard Serial Number (EISSN)

  • 2151-870X

International Standard Book Number 10 (ISBN-10)

  • 0780375513

Digital Object Identifier (DOI)

  • 10.1109/SAM.2002.1191072

Citation Source

  • Scopus