Title
Risk-averting cost function for Independent Component Analysis in signals with multiplicative noise
Abstract
The FMICA is a method to extract the mixture of independent sources when they are contaminated with multiplicative noise, and notably improves the standard ICA methods in the presence of this kind of noise, although its results worsen when the level of noise increases. In this paper, whether this worsening is due to the existence of local minima or problems in the convergence of the statistical functions used is studied by a modification in the cost function that appears in FMICA. This new cost function has the property that, asymptotically, it does not present local minima, so it provides insights on the global convergence of the original cost function and it leads to the improvement of the behaviour of the FMICA for high noise levels, increasing the applicability of the method.
Year
Venue
Keywords
2006
Florence
convergence of numerical methods,independent component analysis,noise,signal processing,fmica,fourth-order multiplicative ica,global convergence,multiplicative noise,risk-averting cost function,standard ica methods,statistical functions convergence
Field
DocType
ISSN
Convergence (routing),Mathematical optimization,Maxima and minima,Independent component analysis,Multiplicative noise,Mathematics
Conference
2219-5491
Citations 
PageRank 
References 
0
0.34
5
Authors
4
Name
Order
Citations
PageRank
D. Blanco172.96
D. P. Ruiz2103.76
M. C. Carrión3214.86
Bernard Mulgrew463989.00