An efficient multistage decomposition approach for independent components (Q1853399)

We present an efficient off-line algorithm for sequentially extracting one independent component from simultaneously mixed data corrupted by the spatially colored noises. For this purpose, this paper develops a new criterion and its efficient search algorithm to achieve the extraction of an independent component. The algorithm is an efficient, off-line update approach and can find the global optimal solution of the cost function defined in this paper. By the systematic multistage decomposition and multistage reconstruction, we can get all the independent components. This algorithm uses only the second-order statistics of the source signals and is suited particularly to separate the temporally colored signals. The main advantage of this algorithm over the conventional jointly approximated diagonalization of eigenmatrices (JADE) is its ability to separate sources from the simultaneously mixed data with the spatially colored noises.