Independent component analysis P24

... Applications In this chapter, we consider some further applications of independent component analysis (ICA), including analysis of financial time series and audio signal separation. 24.1 FINANCIAL ... time-varying underlying factor or independent component s j (t) on the measured time series is approximately linear. The assumption of having some underlying independent components...

Ngày tải lên: 07/11/2013, 09:15

... by principal component analysis (PCA); see Sections 13.1.2 and 13.2.2. In noisy ICA, we also encounter a new problem: estimation of the noise-free realizations of the independent components (ICs). ... factor analysis and signal processing, and allows for a simple formulation of the noisy model. Thus, the noisy ICA model can be expressed as x = As + n (15.1) 293 Independent Componen...

Ngày tải lên: 17/10/2013, 19:15

... Overcomplete Bases A difficult problem in independent component analysis (ICA) is encountered if the number of mixtures x i is smaller than the number of independent components s i .This means that the ... the independent components (ICs) by simply inverting the mixing matrix A . Therefore, even if we knew the mixing matrix exactly, we could not recover the exact values of the indep...

Ngày tải lên: 20/10/2013, 10:15

... real- valued m -component mixing function, and s is an n -vector whose elements are the n unknown independent components. Assume now for simplicity that the number of independent components n equals ... consider extension of the linear model to nonlinear mixing models. For instantaneous 315 Independent Component Analysis. Aapo Hyv ¨ arinen, Juha Karhunen, Erkki Oja Copyright  2001...

Ngày tải lên: 20/10/2013, 10:15

... 18 Methods using Time Structure The model of independent component analysis (ICA) that we have considered so far consists of mixing independent random variables, usually linearly. In many ... allow for the estimation of the model. These assumptions are alternatives to the 341 Independent Component Analysis. Aapo Hyv ¨ arinen, Juha Karhunen, Erkki Oja Copyright  2001 John Wiley &...

Ngày tải lên: 24/10/2013, 08:15

... Blind deconvolution is a signal processing problem that is closely related to basic independent component analysis (ICA) and blind source separation (BSS). In com- munications and related areas, ... after that separation of convolutive mixtures. Many techniques for convolutive mix- 355 Independent Component Analysis. Aapo Hyv ¨ arinen, Juha Karhunen, Erkki Oja Copyright  2001 John...

Ngày tải lên: 24/10/2013, 08:15

... independence of the components. In the model called independent subspace analysis, the components are divided into subspaces that are independent, but the components inside the subspaces are not independent. ... by independent subspaces analysis, to be explained next. 20.2.2 Independent subspace analysis Independent subspace analysis [204] is a simple model that models some de...

Ngày tải lên: 28/10/2013, 15:15

... into independent components. One can always obtain uncorrelated components, and this is what we obtain with FastICA. In image feature extraction, however, one can clearly see that the ICA components ... processing the signals, for example, to compress or denoise them. Naturally, we shall use independent component analysis (ICA) as the principal model for natural images. We shall also...

Ngày tải lên: 28/10/2013, 15:15

... interpretation of their properties. This is a very promising area of application for independent component analysis (ICA). Not only is this an area of rapid growth and great importance; some kinds ... in answering the question: What parts of the brain are needed for a given task? 407 Independent Component Analysis. Aapo Hyv ¨ arinen, Juha Karhunen, Erkki Oja Copyright  2001 John W...

Ngày tải lên: 07/11/2013, 09:15

... 23 Telecommunications This chapter deals with applications of independent component analysis (ICA) and blind source separation (BSS) methods to telecommunications. In the ... to enable each user of the system to communicate despite the fact that the other 417 Independent Component Analysis. Aapo Hyv ¨ arinen, Juha Karhunen, Erkki Oja Copyright  2001 John Wiley & ... user’s sub...

Ngày tải lên: 07/11/2013, 09:15