Title
On ICA of improper and noncircular sources
Abstract
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.
Year
DOI
Venue
2009
10.1109/ICASSP.2009.4960395
Taipei
Keywords
Field
DocType
calculus of communicating systems,correlation methods,higher order statistics,independent component analysis,probability,signal processing,ICA,Wirtinger calculus,higher-order statistics,independent component analysis,noncircular random source,rotationally variant probability distribution,second-order statistics,signal correlation,Independent component analysis,Wirtinger calculus,circularity coefficients,improper,noncircular
Signal processing,Signal correlation,Pattern recognition,Higher-order statistics,Probability distribution,Artificial intelligence,Independent component analysis,Probability density function,Mathematics,Complex conjugate
Conference
ISSN
ISBN
Citations 
1520-6149 E-ISBN : 978-1-4244-2354-5
978-1-4244-2354-5
6
PageRank 
References 
Authors
0.53
10
3
Name
Order
Citations
PageRank
Peter J. Schreier131732.69
Tülay Adali21690126.40
Louis L. Scharf32525414.45