Independent component analysis based on symmetrised scatter matrices

A new method for separating the mixtures of independent sources has been proposed recently in [8]. This method is based on two scatter matrices with the so called independence property. The corresponding method is now further examined. Simple simulation studies are used to compare the performance of so called symmetrised scatter matrices in solving the independence component analysis problem. The results are also compared with the classical FastICA method. Finally, the theory is illustrated by some examples. Key words: affine equivariance, FastICA, independence property, source separation, symmetrised scatter matrix

• Type: Journal
• Year: 2007
• Where: CSDA
• Authors: Sara Taskinen, S. Sirkiä, Hannu Oja
• Keywords: Classical Fastica Method, CSDA 2007, Independence Property, Scatter Matrices