Physical Sciences and Mathematics Commons^™

Different Estimation Methods For The Basic Independent Component Analysis Model, Zhenyi An

Arts & Sciences Electronic Theses and Dissertations

Inspired by classic cocktail-party problem, the basic Independent Component Analysis (ICA) model is created. What differs Independent Component Analysis (ICA) from other kinds of analysis is the intrinsic non-Gaussian assumption of the data. Several approaches are proposed based on maximizing the non-Gaussianity of the data, which is measured by kurtosis, mutual information, and others. With each estimation, we need to optimize the functions of expectations of non-quadratic functions since it can help us to access the higher-order statistics of non-Gaussian part of the data. In this thesis, our goal is to review the one of the most efficient estimation methods, …