An Efficient Algorithm by Kurtosis Maximization in Reference-Based Framework

This paper deals with the optimization of kurtosis for complex-valued signals in the independent component analysis (ICA) framework, where source signals are linearly and instantaneously mixed. Inspired by the recently proposed reference-based contrast schemes, a similar contrast function is put forward, based on which a new fast fixed-point (FastICA) algorithm is proposed. The new optimization method is similar in spirit to the former classical kurtosis-based FastICA algorithm but differs in the fact that it is much more efficient than the latter in terms of computational speed, which is significantly striking with large number of samples. The performance of this new algorithm is confirmed through computer simulations

A Novel FastICA Method for the Reference-based Contrast Functions

This paper deals with the efficient optimization problem of Cumulant-based contrast criteria in the Blind Source Separation (BSS) framework, in which sources are retrieved by maximizing the Kurtosis contrast function. Combined with the recently proposed reference-based contrast schemes, a new fast fixed-point (FastICA) algorithm is proposed for the case of linear and instantaneous mixture. Due to its quadratic dependence on the number of searched parameters, the main advantage of this new method consists in the significant decrement of computational speed, which is particularly striking with large number of samples. The method is essentially similar to the classical algorithm based on the Kurtosis contrast function, but differs in the fact that the reference-based idea is utilized. The validity of this new method was demonstrated by simulations

Spectral analysis of stationary random bivariate signals

A novel approach towards the spectral analysis of stationary random bivariate signals is proposed. Using the Quaternion Fourier Transform, we introduce a quaternion-valued spectral representation of random bivariate signals seen as complex-valued sequences. This makes possible the definition of a scalar quaternion-valued spectral density for bivariate signals. This spectral density can be meaningfully interpreted in terms of frequency-dependent polarization attributes. A natural decomposition of any random bivariate signal in terms of unpolarized and polarized components is introduced. Nonparametric spectral density estimation is investigated, and we introduce the polarization periodogram of a random bivariate signal. Numerical experiments support our theoretical analysis, illustrating the relevance of the approach on synthetic data.Comment: 11 pages, 3 figure

Simultaneous diagonalisation of the covariance and complementary covariance matrices in quaternion widely linear signal processing

Recent developments in quaternion-valued widely linear processing have established that the exploitation of complete second-order statistics requires consideration of both the standard covariance and the three complementary covariance matrices. Although such matrices have a tremendous amount of structure and their decomposition is a powerful tool in a variety of applications, the non-commutative nature of the quaternion product has been prohibitive to the development of quaternion uncorrelating transforms. To this end, we introduce novel techniques for a simultaneous decomposition of the covariance and complementary covariance matrices in the quaternion domain, whereby the quaternion version of the Takagi factorisation is explored to diagonalise symmetric quaternion-valued matrices. This gives new insights into the quaternion uncorrelating transform (QUT) and forms a basis for the proposed quaternion approximate uncorrelating transform (QAUT) which simultaneously diagonalises all four covariance matrices associated with improper quaternion signals. The effectiveness of the proposed uncorrelating transforms is validated by simulations on both synthetic and real-world quaternion-valued signals.Comment: 41 pages, single column, 10 figure

Complex Independent Component Analysis of Frequency-Domain Electroencephalographic Data

Independent component analysis (ICA) has proven useful for modeling brain and electroencephalographic (EEG) data. Here, we present a new, generalized method to better capture the dynamics of brain signals than previous ICA algorithms. We regard EEG sources as eliciting spatio-temporal activity patterns, corresponding to, e.g., trajectories of activation propagating across cortex. This leads to a model of convolutive signal superposition, in contrast with the commonly used instantaneous mixing model. In the frequency-domain, convolutive mixing is equivalent to multiplicative mixing of complex signal sources within distinct spectral bands. We decompose the recorded spectral-domain signals into independent components by a complex infomax ICA algorithm. First results from a visual attention EEG experiment exhibit (1) sources of spatio-temporal dynamics in the data, (2) links to subject behavior, (3) sources with a limited spectral extent, and (4) a higher degree of independence compared to sources derived by standard ICA.Comment: 21 pages, 11 figures. Added final journal reference, fixed minor typo