A Concrete Independent Component Analysis Algorithm Based on the Estimating Function
Yunfeng Xue, Yujie Han, Yuja Wang · 2010
A concrete independent component analysis algorithm is proposed in this paper. The algorithm is based on the concept of estimating functions. Newton's method is used to solve the estimating equation iteratively, To achieve the source adaptivity, the density functions as well as their first and second derivatives are estimated by kernel density method. Empirical comparisons with several popular ICA algorithms confirm the efficiency and accuracy of the proposed algorithm.