Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/918871

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Title
On ICA of improper and noncircular sources
Author/Creator
Schreier, Peter J.;  Adali, Tülay;  Scharf, Louis L.
Institution
The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
Description
We provide a review of independent component analysis (ICA) for complex-valued improper and noncircular random sources. An improper random signal is correlated with its complex conjugate, and a noncircular random signal has a rotationally variant probability distribution. We present methods for ICA using second-order statistics, and higher-order statistics. For ICA based on second-order statistics, we emphasize the key role played by the circularity coefficients, which are the canonical correlations between the source and the complex conjugate. For ICA based on higher-order statistics, we show how to extend algorithms for real-valued ICA to the complex domain using Wirtinger calculus.
Relation
2009 IEEE International Conference on Acoustics, Speech, and Signal Processing. 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing: Proceedings (Taipei, Taiwan 19-24 April, 2009) p. 3561-3564
Publisher Link
http://dx.doi.org/10.1109/ICASSP.2009.4960395
Date
2009
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Keyword(s)
independent component analysis;  Wirtinger calculus;  circularity coefficients;  improper;  noncircular
Resource Type
conference paper
Identifier
http://hdl.handle.net/1959.13/918871
Identifier
ISBN:9781424423545
Reviewed
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Subject
"On ICA of improper and noncircular sources"
 
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