Title
Compact Cramér-Rao Bound Expression for Independent Component Analysis
Abstract
Despite of the increased interest in independent component analysis (ICA) during the past two decades, a simple closed form expression of the Cramer-Rao bound (CRB) for the demixing matrix estimation has not been established in the open literature. In the present paper we fill this gap by deriving a simple closed-form expression for the CRB of the demixing matrix directly from its definition. A si...
Year
DOI
Venue
2008
10.1109/TSP.2007.910484
IEEE Transactions on Signal Processing
Keywords
DocType
Volume
Independent component analysis,Covariance matrix,Closed-form solution,Vectors,Maximum likelihood estimation,Signal analysis,Data analysis,Data mining,Signal generators,Parameter estimation
Journal
56
Issue
ISSN
Citations 
4
1053-587X
7
PageRank 
References 
Authors
0.55
12
3
Name
Order
Citations
PageRank
Esa Ollila135133.51
Hyon-Jung Kim2122.48
Visa Koivunen31917187.81