An Improved Cumulant Based Method for Independent Component Analysis
نویسندگان
چکیده
An improved method for independent component analysis based on the diagonalization of cumulant tensors is proposed. It is based on Comon’s algorithm [1] but it takes thirdand fourth-order cumulant tensors into account simultaneously. The underlying contrast function is also mathematically much simpler and has a more intuitive interpretation. It is therefore easier to optimize and approximate. A comparison with Comon’s algorithm, JADE [2] and FastICA [3] on different data sets demonstrates its performance.
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تاریخ انتشار 2002