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Compact Cramér-Rao Bound Expression for Independent Component Analysis.
- Source :
-
IEEE Transactions on Signal Processing . Apr2008, Vol. 56 Issue 4, p1421-1428. 8p. - Publication Year :
- 2008
-
Abstract
- Despite of the increased interest in independent component analysis (ICA) during the past two decades, a simple closed form expression of the Cramér-Rao bound (CRB) for the demixing matrix estimation has not been established in the open literature. In the present paper we fill this gap by deriving a simple closed-form expression for the CRB of the demixing matrix directly from its definition. A simulation study comparing ICA estimators with the CRB is given. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 1053587X
- Volume :
- 56
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Signal Processing
- Publication Type :
- Academic Journal
- Accession number :
- 31526191
- Full Text :
- https://doi.org/10.1109/TSP.2007.910484