| bibtype |
I -
Internal Report
|
| ARLID |
0411390 |
| 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 |
2005/10 |
|
| keyword |
independent component analysis |
| keyword |
blind source separation |
| keyword |
blind deconvolution |
| 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. |
|
| author
|
| ARLID |
cav_un_auth*0213223 |
| name1 |
Oja |
| name2 |
E. |
| country |
FI |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
FastICA is one of the most popular algorithms for Independent Component Analysis, demixing a set of statistically independent sources that have been mixed linearly. A key question is how accurate the method is for finite data samples. We propose an improved version of the FastICA algorithm which is asymptotically efficient. i.e. its accuracy given by the residual error variance attains the Cramér-Rao lower bound. The error is thus as small as possible. |
| 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/11104/0131472 |
| ID_orig |
UTIA-B 20050120 |
| arlyear |
2005 |
| mrcbU10 |
2005 |
| mrcbU10 |
Praha ÚTIA AV ČR |
|