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Cramer-Rao lower bound for linear independent component analysis | IEEE Conference Publication | IEEE Xplore

Cramer-Rao lower bound for linear independent component analysis


Abstract:

This paper derives a closed-form expression for the Cramer-Rao bound (CRB) on estimating the source signals in the linear independent component analysis problem, assuming...Show More

Abstract:

This paper derives a closed-form expression for the Cramer-Rao bound (CRB) on estimating the source signals in the linear independent component analysis problem, assuming that all independent components have finite variance. It is also shown that the fixed-point algorithm known as FastICA can approach the CRB (the estimate can be nearly efficient) in two situations: (1) when the distribution of the sources is not too much different from Gaussian, for the symmetric version of the algorithm using any of the custom nonlinear functions (pow3, tanh, gauss); (2) when the distribution of the sources is very different from Gaussian (e.g. has long tails) and the nonlinear function in the algorithm equals the score function of each independent component.
Date of Conference: 23-23 March 2005
Date Added to IEEE Xplore: 09 May 2005
Print ISBN:0-7803-8874-7

ISSN Information:

Conference Location: Philadelphia, PA, USA

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