The underdetermined blind source separation (UBSS) algorithm at present can only separate sparse signals, but can't separate non-sparse signals successfully. Classical ICA algorithms, such as, extended Infomax, can separate both super-Gaussian and sub-Gaussian signals, but it is used only in an over-determined BSS (OBSS). Combined with an extended Infomax, an underdetermined ICA algorithm was proposed here. By generating hidden data, an UBSS problem was transformed into an OBSS one, and then an extended Informax algorithm was used to analyze the signals. This method could separate both super-Gaussian and sub-Gaussian signals in an UBSS problem. Through analyzing transient signals of a gearbox by use of the underdetermined ICA combined with the order envelope spectral analysis, its fault features were fully detected and the effectiveness of the proposed method was verified.