What is Independent Component Analysis?
Aapo Hyvärinen, Juha Karhunen, Erkki Oja · 2001
In this chapter, the basic concepts of independent component analysis (ICA) are defined. The authors start by discussing a couple of practical applications. These serve as motivation for the mathematical formulation of ICA, which is given in the form of a statistical estimation problem. The authors then consider under what conditions this model can be estimated, and what exactly can be estimated. After these basic definitions, they go on to discuss the connection between ICA and well-known methods that are somewhat similar, namely principal component analysis (PCA), decorrelation, whitening, and sphering.