A step by step optimization approach to independent component analysis

The independent component analysis (ICA) problem originates from many practical areas, but there has not been any mathematical theory to solve it completely. In this paper, we establish a mathematical theory to solve it under the condition that the number of super-Gaussian sources is known. According to this theory, a step by step optimization algorithm is proposed and demonstrated well on solving the ICA problem with both the super- and sub-Gaussian sources. ? Springer-Verlag Berlin Heidelberg 2005.EI