independent Component Analysis: algorithms and applications

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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 follow linear equation:

Introduction

Definition of ICA

Ambiguities of ICA

Why Gaussian variables are forbidden

Measures of non-Gaussianity

kurtosis

negentropy