Correlation Coefficient Based On Independent Component Analysis

被引:0
作者
Falie, Dragos [1 ]
David, Livia [2 ]
机构
[1] Univ Politehn Bucuresti, Image Proc & Anal Lab, Bucharest, Romania
[2] Univ Agr Sci & Vet Med, Bucharest, Romania
来源
2012 9TH INTERNATIONAL CONFERENCE ON COMMUNICATIONS (COMM) | 2012年
关键词
correlation; statistical independence; ICA; blind separation of sources; BSS; CLOSED-FORM ESTIMATORS; BLIND SEPARATION;
D O I
暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The proposed correlation coefficient better characterize the statistical independence of two random variables that are a linear mixture of two independent sources. This correlation coefficient can be calculated with analytical relations or with the known algorithms of independent components analysis (ICA). The value of the correlation coefficient is zero when the random variables are a statistically independent and it is one when these are fully dependent.
引用
收藏
页码:59 / 62
页数:4
相关论文
共 14 条
[1]   A first application of independent component analysis to extracting structure from stock returns [J].
Back, AD ;
Weigend, AS .
INTERNATIONAL JOURNAL OF NEURAL SYSTEMS, 1997, 8 (04) :473-484
[2]  
Comon P., 1989, Workshop on Higher-Order Spectral Analysis (Cat. No.89TH0267-5), P174, DOI 10.1109/HOSA.1989.735291
[3]  
Comon P, 1989, SEPARATION SOURCES U, V1152
[4]   Higher order statistics and independent component analysis for spectral characterization of acoustic emission signals in steel pipes [J].
de la Rosa, Juan Jose Gonzalez ;
Piotrkowski, Rosa ;
Ruzzante, Jose Evaristo .
IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2007, 56 (06) :2312-2321
[5]   Maximum likelihood estimators and Cramer-Rao bounds in source separation [J].
Harroy, F ;
Lacoume, JL .
SIGNAL PROCESSING, 1996, 55 (02) :167-177
[6]   Fast and robust fixed-point algorithms for independent component analysis [J].
Hyvärinen, A .
IEEE TRANSACTIONS ON NEURAL NETWORKS, 1999, 10 (03) :626-634
[7]   The fixed-point algorithm and maximum likelihood estimation for independent component analysis [J].
Hyvärinen, A .
NEURAL PROCESSING LETTERS, 1999, 10 (01) :1-5
[8]  
Lacoume J.-L., 1997, STAT ORDRE SUPERIEUR
[9]  
Stuart A., 1994, KENDALLS ADV THEORY, V1
[10]   Closed-form estimators for blind separation of sources - part I: Real mixtures [J].
Zarzoso, V ;
Nandi, AK .
WIRELESS PERSONAL COMMUNICATIONS, 2002, 21 (01) :5-28