ADAPTIVE INITIALIZED JACOBI OPTIMIZATION IN INDEPENDENT COMPONENT ANALYSIS
Juan José Murillo-Fuentes, Rafael Boloix-Tortosa · 2003
In this paper, we focus on the fourth order cumulant based adaptive methods for independent component analysis. We propose a novel method based on the Jacobi Optimization, available for a wide set of minimum entropy (ME) based contrasts. In this algorithm we adaptively compute a moment matrix, an estimate of some fourth order moments of the whitened inputs. Starting from this matrix, the solution to the n-dimensional ME ICA problem may be solved at any time by means of the Jacobi Optimization approach. In the experiments included, we compare this method to previous ones such as the adEML or the EASI, obtaining a better performance. 1.