| bibtype |
I -
Internal Report
|
| ARLID |
0411389 |
| utime |
20240103182323.9 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Efficient Variant of Algorithm FastICA for Independent Component Analysis Attaining the Cramér-Rao Lower Bound |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR |
| pub_time |
2005 |
|
| specification |
|
| edition |
| part_name |
Interní publikace DAR - ÚTIA. |
| volume_id |
2005/9 |
|
| keyword |
blind signal separation |
| keyword |
linear mixture |
| author
(primary) |
| 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*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. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
2005 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0213225 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
We propose an improved version of algorithm FastICA which is asymptotically efficient, i.e., its accuracy attains the Cramér-Rao lower bound provided that the probability distribution of the signal components belongs to the class of generalized Gaussian distribution. Its computational complexity is only slightly (about three times) higher than that of ordinary symmetric FastICA. Simulation section shows superior performance of the algorithm compared with JADE, and of non-parametric ICA. |
| abstract
(cze) |
V práci je navržena nová varianta algoritmu FastICA, která je asymptoticky eficientní, tj. její přesnost se blíží Rao-Cramerově hranici, za předpokladu že pravděpodobnostní rozložení separovaných signálů je z třídy zobecněných Gaussovských distribucí. V simulacích je navržená metoda porovnávána se známým algoritmem JADE a s neparametrickou ICA. |
| RIV |
BB |
| reportyear |
2006 |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0131471 |
| ID_orig |
UTIA-B 20050119 |
| arlyear |
2005 |
| mrcbU10 |
2005 |
| mrcbU10 |
Praha ÚTIA AV ČR |
|