A robust approach to independent component analysis of signals with high-level noise measurements

Jianting Cao, Noboru Murata, Shun Ichi Amari, Andrzej Cichocki, Tsunehiro Takeda

研究成果: Article査読

60 被引用数 (Scopus)

抄録

In this paper, we propose a robust approach for independent component analysis (ICA) of signals that observations are contaminated with high-level additive noise and/or outliers. The source signals may contain mixtures of both sub-Gaussian and super-Gaussian components, and the number of sources is unknown. Our robust approach includes two procedures. In the first procedure, a robust prewhitening technique is used to reduce the power of additive noise, the dimensionality and the correlation among sources. A cross-validation technique is introduced to estimate the number of sources in this first procedure. In the second procedure, a nonlinear function is derived using the parameterized t-distribution density model. This nonlinear function is robust against the undue influence of outliers fundamentally. Moreover, the stability of the proposed algorithm and the robust property of misestimating the parameters (kurtosis) have been studied. By combining the t-distribution model with a family of light-tailed distributions (sub-Gaussian) model, we can separate the mixture of sub-Gaussian and super-Gaussian source components. Through the analysis of artificially synthesized data and real-world magnetoencephalographic (MEG) data, we illustrate the efficacy of this robust approach.

本文言語English
ページ(範囲)631-645
ページ数15
ジャーナルIEEE Transactions on Neural Networks
14
3
DOI
出版ステータスPublished - 2003 5

ASJC Scopus subject areas

  • Software
  • Computer Science Applications
  • Computer Networks and Communications
  • Artificial Intelligence

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