NDLI: Simple technique to determine the Givens-rotation matrix in the two-source ICA problem for skewed sources

Content Provider	IET Digital Library
Author	Wu, Jianwei
Abstract	The estimation of the Givens-rotation matrix or the Jacobi angle has always been a fundamental problem in independent component analysis. To estimate the angle, many approaches which use the optimal means and statistics of observation data have been presented during the past few decades. It is showed in this Letter that as long as one of two sources is asymmetrical, the Givens-rotation matrix can be solved from two weighted covariance matrices constructed by observations. Simulations illustrate the effectiveness of the approach.
Starting Page	613
Ending Page	615
Page Count	3
ISSN	00135194
Volume Number	52
e-ISSN	1350911X
Issue Number	Issue 8, Apr (2016)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/el/52/8
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/el.2015.3137
Journal	Electronics Letters
Publisher Date	2016-04-01
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Algebra Covariance Matrices Givens-rotation Matrix Estimation Independent Component Analysis Jacobi Angle Estimation Jacobian Matrix Signal Processing And Detection Signal Processing Theory Signal Separation Skewed Source Separation Source Separation Statistical Analysis Statistics Two-source Independent Component Analysis Problem Weighted Covariance Matrix
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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Simple technique to determine the Givens-rotation matrix in the two-source ICA problem for skewed sources