| bibtype |
J -
Journal Article
|
| ARLID |
0031470 |
| utime |
20240103182418.8 |
| mtime |
20060328235959.9 |
| title
(primary) (eng) |
Performance analysis of the FastICA algorithm and Cramér-Rao bounds for linear independent component analysis |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0256727 |
| ISSN |
1053-587X |
| title
|
IEEE Transactions on Signal Processing |
| volume_id |
54 |
| volume |
4 (2006) |
| page_num |
1189-1203 |
|
| title
(cze) |
Statisticka analyza algoritmu FastICA a Rao-Cramerova mez pro analyzu nezavislych komponent |
| keyword |
blind source separation |
| keyword |
independent component analysis (ICA) |
| keyword |
Cramér-Rao lower bound |
| author
(primary) |
| ARLID |
cav_un_auth*0101212 |
| name1 |
Tichavský |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0108100 |
| name1 |
Koldovský |
| name2 |
Zbyněk |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0213223 |
| name1 |
Oja |
| name2 |
E. |
| country |
FI |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| country |
CZ |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
This paper derives analytic closed form expressions that characterize the performance of the algorithm FastICA, which is one of the most successful algorithms for independent component analysis. Second, the Cramér-Rao lower bound for linear ICA is derived as an algorithm independent limit oh the achievable separation quality. The FastICA algorithm is shown to approach this limit in certain scenatios. Extensive computer simulations supporting the theoretical findings are included. |
| abstract
(cze) |
V clanku jsou odvozeny teoreticke vyrazy ktere charakterizuji presnost separace nezavislych komponent pomoci algoritmu FastICA. Dale je odvozena Rao-Cramerova mez jako univerzalni hranice separovatelnosti. Je ukazano, ze algoritmus FastICA se teto hranici v urcitych situacich blizi. Soucasti clanku jsou rozsahle pocitacove simulace ktere potvrzuji odvozenou teorii. |
| reportyear |
2007 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0132186 |
| arlyear |
2006 |
| mrcbU63 |
cav_un_epca*0256727 IEEE Transactions on Signal Processing 1053-587X 1941-0476 Roč. 54 č. 4 2006 1189 1203 |
|