Skip to main content

Comparative Speed Analysis of FastICA

  • Conference paper

Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 4666))

Abstract

FastICA is arguably one of the most widespread methods for independent component analysis. We focus on its deflation-based implementation, where the independent components are extracted one after another. The present contribution evaluates the method’s speed in terms of the overall computational complexity required to reach a given source extraction performance. FastICA is compared with a simple modification referred to as RobustICA, which merely consists of performing exact line search optimization of the kurtosis-based contrast function. Numerical results illustrate the speed limitations of FastICA.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Comon, P.: Independent component analysis, a new concept? Signal Processing 36(3), 287–314 (1994)

    Article  MATH  Google Scholar 

  2. Cardoso, J.F., Souloumiac, A.: Blind beamforming for non-Gaussian signals. IEE Proceedings-F 140(6), 362–370 (1993)

    Google Scholar 

  3. Delfosse, N., Loubaton, P.: Adaptive blind separation of independent sources: a deflation approach. Signal Processing 45(1), 59–83 (1995)

    Article  MATH  Google Scholar 

  4. Tugnait, J.K.: Identification and deconvolution of multichannel non-Gaussian processes using higher order statistics and inverse filter criteria. IEEE Transactions on Signal Processing 45, 658–672 (1997)

    Article  Google Scholar 

  5. Hyvärinen, A., Oja, E.: A fast fixed-point algorithm for independent component analysis. Neural Computation 9(7), 1483–1492 (1997)

    Article  Google Scholar 

  6. Hyvärinen, A.: Fast and robust fixed-point algorithms for independent component analysis. IEEE Transactions on Neural Networks 10(3), 626–634 (1999)

    Article  Google Scholar 

  7. Hyvärinen, A., Karhunen, J., Oja, E.: Independent Component Analysis. John Wiley & Sons, New York (2001)

    Google Scholar 

  8. Comon, P., Moreau, E.: Improved contrast dedicated to blind separation in communications. In: Proc. ICASSP-97, 22nd IEEE International Conference on Acoustics, Speech and Signal Processing, Munich, Germany, April 20-24, 1997, pp. 3453–3456. IEEE Computer Society Press, Los Alamitos (1997)

    Chapter  Google Scholar 

  9. Chevalier, P., Albera, L., Comon, P., Ferreol, A.: Comparative performance analysis of eight blind source separation methods on radiocommunications signals. In: Proc. International Joint Conference on Neural Networks, Budapest, Hungary (July 25-29, 2004)

    Google Scholar 

  10. Tichavsky, P., Koldovsky, Z., Oja, E.: Performance analysis of the FastICA algorithm and Cramér-Rao bounds for linear independent component analysis. IEEE Transactions on Signal Processing 54(4), 1189–1203 (2006)

    Article  Google Scholar 

  11. Donoho, D.: On minimum entropy deconvolution. In: Proc. 2nd Applied Time Series Analysis Symposium, Tulsa, OK, pp. 565–608 (1980)

    Google Scholar 

  12. Shalvi, O., Weinstein, E.: New criteria for blind deconvolution of nonminimum phase systems (channels). IEEE Transactions on Information Theory 36(2), 312–321 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  13. Bingham, E., Hyvärinen, A.: A fast fixed-point algorithm for independent component analysis of complex valued signals. International Journal of Neural Systems 10(1), 1–8 (2000)

    Google Scholar 

  14. Ristaniemi, T., Joutsensalo, J.: Advanced ICA-based receivers for block fading DS-CDMA channels. Signal Processing 82(3), 417–431 (2002)

    Article  MATH  Google Scholar 

  15. Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P.: Numerical Recipes in C. The Art of Scientific Computing, 2nd edn. Cambridge University Press, Cambridge (1992)

    MATH  Google Scholar 

  16. Godard, D.N.: Self-recovering equalization and carrier tracking in two-dimensional data communication systems. IEEE Transactions on Communications 28(11), 1867–1875 (1980)

    Article  Google Scholar 

  17. Zarzoso, V., Comon, P.: Optimal step-size constant modulus algorithm. IEEE Transactions on Communications (to appear, 2007)

    Google Scholar 

  18. Grellier, O., Comon, P.: Blind separation of discrete sources. IEEE Signal Processing Letters 5(8), 212–214 (1998)

    Article  Google Scholar 

  19. Zarzoso, V., Comon, P.: Blind and semi-blind equalization based on the constant power criterion. IEEE Transactions on Signal Processing 53(11), 4363–4375 (2005)

    Article  MathSciNet  Google Scholar 

  20. Zarzoso, V., Comon, P., Kallel, M.: How fast is FastICA? In: Proc. EUSIPCO-2006, XIV European Signal Processing Conference, Florence, Italy (September 4-8, 2006)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Mike E. Davies Christopher J. James Samer A. Abdallah Mark D Plumbley

Rights and permissions

Reprints and permissions

Copyright information

© 2007 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Zarzoso, V., Comon, P. (2007). Comparative Speed Analysis of FastICA. In: Davies, M.E., James, C.J., Abdallah, S.A., Plumbley, M.D. (eds) Independent Component Analysis and Signal Separation. ICA 2007. Lecture Notes in Computer Science, vol 4666. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-74494-8_37

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-74494-8_37

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-74493-1

  • Online ISBN: 978-3-540-74494-8

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics