On Extending the Complex FastICA Algorithm to Noncircular Sources

The complex fast independent component analysis (c-FastICA) algorithm is one of the most ubiquitous methods for solving the ICA problems with complex-valued data. In this study, we extend the work of Bingham and Hyvarinen to the more general case of noncircular sources by deriving a new fixed-point...

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Vydáno v:IEEE transactions on signal processing Ročník 56; číslo 5; s. 2148 - 2154
Hlavní autoři: Novey, M., Adali, T.
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York, NY IEEE 01.05.2008
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:1053-587X, 1941-0476
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Shrnutí:The complex fast independent component analysis (c-FastICA) algorithm is one of the most ubiquitous methods for solving the ICA problems with complex-valued data. In this study, we extend the work of Bingham and Hyvarinen to the more general case of noncircular sources by deriving a new fixed-point algorithm that uses the information in the pseudo-covariance matrix. This modification provides significant improvement in performance when confronted with noncircular sources, specifically with sub-Gaussian noncircular signals such as binary phase-shift keying (BPSK) signals, where c-FastICA fails to achieve separation. We also present a rigorous local stability analysis that we use to quantify the effects of noncircularity on performance. Simulations are presented to demonstrate the effectiveness of our method.
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ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2007.911278