SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

Asymptotic Performance of the FastICA Algorithm for Independent Component Analysis and Its Iprovements

Author(s)

Petr Tichavsky	Institute of Information Theory and Automation, Prague, Czech Republic
Zbynek Koldovsky	Institute of Information Theory and Automation, Prague, Czech Republic
Erkki Oja	Neural Networks Research Centre, Helsinki University of Technology, Finland

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Abstract

The fixed point algorithm, known as FastICA, is one of the most successful algorithms for independent component analysis in terms of accuracy and low computational complexity. This paper derives analytic closed form expressions that characterize separating ability of both one-unit and symmetric version of the algorithm. Based on the analysis, an improvement of the algorithm is proposed. Computer simulations demonstrate validity of the theoretical expressions in the case of arbitrary initialization and moderate data lengths.