Title
Complex Independent Component Analysis by Entropy Bound Minimization
Abstract
We first present a new (differential) entropy estimator for complex random variables by approximating the entropy estimate using a numerically computed maximum entropy bound. The associated maximum entropy distributions belong to the class of weighted linear combinations and elliptical distributions, and together, they provide a rich array of bivariate distributions for density matching. Next, we introduce a new complex independent component analysis (ICA) algorithm, complex ICA by entropy-bound minimization (complex ICA-EBM), using this new entropy estimator and a line search optimization procedure. We present simulation results to demonstrate the superior separation performance and computational efficiency of complex ICA-EBM in separation of complex sources that come from a wide range of bivariate distributions.
Year
DOI
Venue
2010
10.1109/TCSI.2010.2046207
IEEE Trans. on Circuits and Systems
Keywords
Field
DocType
maximum entropy distributions,elliptical distributions,neural networks,complex random variables,differential entropy,complex independent component analysis,independent component analysis (ica),entropy estimator,entropy-bound minimization,computational efficiency,bivariate distributions,line search optimization procedure,new complex independent component,estimation theory,independent component analysis,entropy bound minimization,complex source,weighted linear combinations,associated maximum entropy distribution,maximum entropy bound,maximum entropy methods,complex ica,complex ica-ebm,density matching,entropy estimate,differential entropy estimator,minimisation,ica algorithm,maximum entropy,complex random variable,complex optimization,principle of maximum entropy,bivariate distribution,neural network,entropy,entropy estimation,random variable,computational modeling,line search,elliptical distribution,random variables,signal processing
Entropy estimation,Applied mathematics,Mathematical optimization,Entropy rate,Control theory,Joint quantum entropy,Rényi entropy,Differential entropy,Joint entropy,Principle of maximum entropy,Mathematics,Maximum entropy probability distribution
Journal
Volume
Issue
ISSN
57
7
1549-8328
Citations 
PageRank 
References 
55
2.16
27
Authors
2
Name
Order
Citations
PageRank
Xi-Lin Li154734.85
Tülay Adali21690126.40