Title :
A residual bound for the mixing matrix in ICA
Author :
De Lathauwer, Lieven ; Vandewalle, Joos
Author_Institution :
E.E. Dept., K.U. Leuven, Leuven, Belgium
Abstract :
In this paper, we derive a prewhitening-induced lower-bound on the Frobenius-norm of the difference between the original mixing matrix and its estimate in Independent Component Analysis. The derivation makes use of a lemma, stating that the sum of singular values of a matrix product cannot be larger than the sum of the products of the singular values of the distinct matrices.
Keywords :
blind source separation; independent component analysis; matrix algebra; Frobenius-norm; ICA; distinct matrices; independent component analysis; matrix product; mixing matrix; prewhitening-induced lower-bound; residual bound; Higher order statistics; Linear matrix inequalities; Matrices; Noise; Tensile stress; Upper bound;
Conference_Titel :
Signal Processing Conference (EUSIPCO 1998), 9th European
Conference_Location :
Rhodes
Print_ISBN :
978-960-7620-06-4
