Independent component analysis P15

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Independent component analysis P15

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EXTENSIONS AND RELATED METHODS Independent Component Analysis. Aapo Hyv¨ rinen, Juha Karhunen, Erkki Oja a Copyright  2001 John Wiley & Sons, Inc. ISBNs: 0-471-40540-X (Hardback); 0-471-22131-7 (Electronic) 15 Noisy ICA In real life, there is always some kind of noise present in the observations. Noise can correspond to actual physical noise in the measuring devices, or to inaccuracies of the model used. Therefore, it has been proposed that the independent component analysis (ICA) model should include a noise term as well. In this chapter, we consider different methods for estimating the ICA model when noise is present. However, estimation of the mixing matrix...

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