Title :
The Maximum Likelihood Approach to Complex ICA
Author :
Cardoso, Jean-François ; Adali, Tulay
Author_Institution :
ENST/TSI, Paris, France
Abstract :
We derive the form of the best non-linear functions for performing independent component analysis (ICA) by maximum likelihood estimation. We show that both the form of nonlinearity and the relative gradient update equations for likelihood maximization naturally generalize to the complex case, and that they coincide with the real case. We discuss several special cases for the score function as well as adaptive scores.
Keywords :
blind source separation; gradient methods; independent component analysis; matrix algebra; maximum likelihood estimation; complex ICA; independent component analysis; maximum likelihood estimation; nonlinear functions; relative gradient update equations; Argon; Higher order statistics; Independent component analysis; Matrix decomposition; Maximum likelihood estimation; Mutual information; Nonlinear equations; Probability density function; Random variables; Vectors;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on
Conference_Location :
Toulouse
Print_ISBN :
1-4244-0469-X
DOI :
10.1109/ICASSP.2006.1661365