SSP'05 -- Proceedings

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

Information regarding the paper

Title

Efficient Variant of Algorithm FastICA for Independent Component Analysis Attaining the Cramer-Rao Lower Bound

Author(s)

Zbynek Koldovsky	Faculty of Nuclear Sciences and Physical Engineering
Petr Tichavsky	Institute of Information Theory and Automation

Get the paper in PDF format

To obtain Acrobat Reader (version 5 minimum required) necessary to his read.

Abstract

We propose an improved version of algorithm FastICA which is asymptotically efficient, i.e., its accuracy attains the Cramer-Rao lower bound provided that the probability distribution of the signal components belongs to the class of generalized Gaussian distribution. Its computational complexity is only slightly (about three times) higher than that of ordinary symmetric FastICA. Simulation section shows superior performance of the algorithm compared with JADE, and of non-parametric ICA.