Complex random vectors and ICA models: identifiability, uniqueness, and separability

DOI10.1109/TIT.2005.864440MaRDI QIDQ3546849zbMATH OpenFDO

Authors V. Koivunen, Jan R. Eriksson

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cs/0512063

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Abstract: In this paper the conditions for identifiability, separability and uniqueness of linear complex valued independent component analysis (ICA) models are established. These results extend the well-known conditions for solving real-valued ICA problems to complex-valued models. Relevant properties of complex random vectors are described in order to extend the Darmois-Skitovich theorem for complex-valued models. This theorem is used to construct a proof of a theorem for each of the above ICA model concepts. Both circular and noncircular complex random vectors are covered. Examples clarifying the above concepts are presented.

Cited in

(17)

• Complex ICA using generalized uncorrelating transform
• Blind separation of linear instantaneous mixtures of non-stationary signals in the frequency domain
• Complex-valued ICA based on a pair of generalized covariance matrices
• Asymptotic distribution of circularity coefficients estimate of complex random variables
• Relative gradient based algorithms for general joint diagonalization of complex matrices
• Complex principal component analysis: theory and geometrical aspects
• On the Skitovich-Darmois theorem for complex and quaternion random variables
• Real representation approach to quaternion matrix equation involving \(\varphi \)-Hermicity
• Independent component analysis: recent advances
• Blind Separation of Instantaneous Mixtures of Dependent Sources
• A Robust Complex FastICA Algorithm Using the Huber M-Estimator Cost Function
• ICA in Boolean XOR Mixtures
• Learning linear non-Gaussian causal models in the presence of latent variables
• Augmented second-order statistics of quaternion random signals
• On the asymptotic distribution of GLR for impropriety of complex signals
• On the unitary diagonalisation of a special class of quaternion matrices
• Separation theorem for independent subspace analysis and its consequences

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