On ICA of improper and noncircular sources
P.J. Schreier, T. Adali, L.L. Scharf, in: Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 2009, pp. 3561–3564.
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Conference Paper
Author
Schreier, Peter J.;
Adali, Tülay;
Scharf, Louis L.
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Abstract
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.
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Proceedings Title
Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process.
Page
3561–3564
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Cite this
Schreier PJ, Adali T, Scharf LL. On ICA of improper and noncircular sources. In: Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process. ; 2009:3561–3564. doi:10.1109/ICASSP.2009.4960395
Schreier, P. J., Adali, T., & Scharf, L. L. (2009). On ICA of improper and noncircular sources. Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 3561–3564. https://doi.org/10.1109/ICASSP.2009.4960395
@inproceedings{Schreier_Adali_Scharf_2009, title={On ICA of improper and noncircular sources}, DOI={10.1109/ICASSP.2009.4960395}, booktitle={Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process.}, author={Schreier, Peter J. and Adali, Tülay and Scharf, Louis L.}, year={2009}, pages={3561–3564} }
Schreier, Peter J., Tülay Adali, and Louis L. Scharf. “On ICA of Improper and Noncircular Sources.” In Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 3561–3564, 2009. https://doi.org/10.1109/ICASSP.2009.4960395.
P. J. Schreier, T. Adali, and L. L. Scharf, “On ICA of improper and noncircular sources,” in Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 2009, pp. 3561–3564, doi: 10.1109/ICASSP.2009.4960395.
Schreier, Peter J., et al. “On ICA of Improper and Noncircular Sources.” Proc.\ IEEE Int.\ Conf.\ Acoustics, Speech and Signal Process., 2009, pp. 3561–3564, doi:10.1109/ICASSP.2009.4960395.