A MODIFIED FAST ALGORITHM OF INDEPENDENT COMPONENT ANALYSIS
Jiaxuan Yang, Jia Chuan-ying, Xiwei Feng, Guoyou Shi
Abstract
Jiaxuan Yang, Jia Chuan-ying, Xiwei Feng, Guoyou Shi
Abstract
Independent component analysis (ICA) is a statistical method for transforming an observed multidimensional random vector into components that are statistically as independent from each other as possible. In this paper we discuss the independent component analysis simply, then present a new algorithm for ICA based on FastICA algorithm, namely M-FastICA. The characteristic of M-FastICA algorithm is that only the Jacobian of first iteration is computed, which is used in latter iteration process. The M-FastICA reduces the number of iteration, improves the speed of convergence. Finally an illustration validated this method.
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Independent component analysis (ICA) is a statistical method for transforming an observed multidimensional random vector into components that are statistically as independent from each other as possible. In this paper we discuss the independent component analysis simply, then present a new algorithm for ICA based on FastICA algorithm, namely M-FastICA. The characteristic of M-FastICA algorithm is that only the Jacobian of first iteration is computed, which is used in latter iteration process. The M-FastICA reduces the number of iteration, improves the speed of convergence. Finally an illustration validated this method.
Key concepts: FastICA, Independent component analysis, Algorithm, Mathematics, Convergence (economics), Component (thermodynamics), Multivariate random variable, Computer science