independent Component Analysis: algorithms and applications: Difference between revisions

From statwiki
Jump to navigation Jump to search
Line 1: Line 1:
==Motivation==
==Motivation==
Imagine a room where two people are speaking at the same time and two microphones are used to record the speech signals. Denoting the speech signals by <math>s_1(t) \,</math> and <math>s_2(t)\,</math> and the recorded signals by <math> x_1(t) \,</math> and <math>x_2(t)</math>, we have the follow linear equation:
Imagine a room where two people are speaking at the same time and two microphones are used to record the speech signals. Denoting the speech signals by <math>s_1(t) \,</math> and <math>s_2(t)\,</math> and the recorded signals by <math> x_1(t) \,</math> and <math>x_2(t) \,</math>, we have the linear equation <math>x = As \,</math>, where <math>A \,</math> is a parameter matrix that depends on the distances of the microphones from the speakers. The interesting problem of estimating both <math>A\,</math> and <math>s\,</math> using only the recorded signals <math>x\,</math> is called the ''cocktail-party problem'', which is the signature problem for '''ICA'''.


==Introduction==
==Introduction==

Revision as of 12:42, 5 July 2009

Motivation

Imagine a room where two people are speaking at the same time and two microphones are used to record the speech signals. Denoting the speech signals by [math]\displaystyle{ s_1(t) \, }[/math] and [math]\displaystyle{ s_2(t)\, }[/math] and the recorded signals by [math]\displaystyle{ x_1(t) \, }[/math] and [math]\displaystyle{ x_2(t) \, }[/math], we have the linear equation [math]\displaystyle{ x = As \, }[/math], where [math]\displaystyle{ A \, }[/math] is a parameter matrix that depends on the distances of the microphones from the speakers. The interesting problem of estimating both [math]\displaystyle{ A\, }[/math] and [math]\displaystyle{ s\, }[/math] using only the recorded signals [math]\displaystyle{ x\, }[/math] is called the cocktail-party problem, which is the signature problem for ICA.

Introduction

Definition of ICA

Ambiguities of ICA

Why Gaussian variables are forbidden

Measures of non-Gaussianity

kurtosis

negentropy