On ICA of improper and noncircular sources

Title: On ICA of improper and noncircular sources
Creator: Schreier, Peter J.; Adali, Tülay; Scharf, Louis L.
Relation: 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing. 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing: Proceedings (Taipei, Taiwan 19-24 April, 2009) p. 3561-3564
Publisher Link: http://dx.doi.org/10.1109/ICASSP.2009.4960395
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2009
Description: We provide a review of independent component analysis (ICA) for complex-valued improper and noncircular random sources. An improper random signal is correlated with its complex conjugate, and a noncircular random signal has a rotationally variant probability distribution. We present methods for ICA using second-order statistics, and higher-order statistics. For ICA based on second-order statistics, we emphasize the key role played by the circularity coefficients, which are the canonical correlations between the source and the complex conjugate. For ICA based on higher-order statistics, we show how to extend algorithms for real-valued ICA to the complex domain using Wirtinger calculus.
Subject: independent component analysis; Wirtinger calculus; circularity coefficients; improper; noncircular
Identifier: http://hdl.handle.net/1959.13/918871
Identifier: uon:8725
Identifier: ISBN:9781424423545
Language: eng
Reviewed

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