Independent Component Analysis

Synonyms

Blind source separation; Causalanalysis; Non-Gaussianity

Glossary

ICA:

Independent component analysis

BSS:

Blind source separation

pdf:

Probability density function

cdf:

Cumulative distribution function

EEG Signal:

Electroencephalogram signal

Definition

Independent component analysis (ICA) (Hyvarinen et al. 2001; Stone 2004) extracts statistically independent variables from a set of measured variables, where each measured variable is affected by a number of underlying physical causes. Extracting such variables is desirable because independent variables are usually generated by different physical processes. Thus, by extracting independent variables, ICA can effectively extract the underlying physical causes for a given set of measured variables.

Introduction

Most measured quantities are actually mixtures of other quantities. Typical examples are: (a) sound signals in a room with several speakers; (b) an electroencephalogram (EEG) signal, which contains contributions from many...