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Complex ICA by Negentropy Maximization

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2 Author(s)
Novey, M. ; Univ. of Maryland Baltimore County, Baltimore ; Adali, T.

In this paper, we use complex analytic functions to achieve independent component analysis (ICA) by maximization of non-Gaussianity and introduce the complex maximization of non-Gaussianity (CMN) algorithm. We derive both a gradient-descent and a quasi-Newton algorithm that use the full second-order statistics providing superior performance with circular and noncircular sources as compared to existing methods. We show the connection among ICA methods through maximization of non-Gaussianity, mutual information, and maximum likelihood (ML) for the complex case, and emphasize the importance of density matching for all three cases. Local stability conditions are derived for the CMN cost function that explicitly show the effects of noncircularity on convergence and demonstrated through simulation examples.

Published in:

Neural Networks, IEEE Transactions on  (Volume:19 ,  Issue: 4 )

Date of Publication:

April 2008

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