Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 56, Issue 5, Pages 2148-2154Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2007.911278
Keywords
independent component analysis (ICA); noncircular signals; nonlinear functions
Categories
Funding
- Division of Computing and Communication Foundations
- Direct For Computer & Info Scie & Enginr [0840895] Funding Source: National Science Foundation
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The complex fast independent component analysis (c-FastICA) algorithm is one. of the most ubiquitous methods for solving the ICA problems with complex-valued data. In this study, we extend the work of Bingham and Hyvarinen to the more general case of noncircular sources by deriving a new fixed-point algorithm that uses the information in the pseudo-covariance matrix. This modification provides significant improvement in performance when confronted with noncircular sources, specifically with sub-Gaussian noncircular signals such as binary phase-shift keying (BPSK) signals, where c-FastICA fails to achieve separation. We also present a rigorous local stability analysis that we use to quantify the effects of noncircularity on performance. Simulations are presented to demonstrate the effectiveness of our method.
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