独立分量分析.

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11IndependentComponentAnalysis(ICA)YeJimin2345678ICAconsistsofrecoveringthelatentvariablesonlyusingthemixturevariables91011121314151617181920Using(20)asobjectivefunction,usingthefixedpointalgorithmtosolvethisobjectivefunction,wecangetthefollowingalgorithm.21222324iIlustration252627282930--Separationmethod31ThelatestNPCAalgorithmsNewobjectivefunctionofNPCA()TJBBB0B,1{(())(()}{(())(())}ToptttEgtgtEgttBBxBxBxBxB3233340200400600800100012001400160018002000-202468101214thesourceesignalsinonerun350200400600800100012001400160018002000-505101520test36还有基于最大似然、最小互信息、最大熵、由于时间关系,请大家自己看书:A.HyvÄarinen,J.Karhunen,E.oja,”IndependentComponentAnalysis”,JOHNWILEY.37Theend!

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