Compact CramAraRao Bound Expression for Independent Component Analysis

Despite of the increased interest in independent component analysis (ICA) during the past two decades, a simple closed form expression of the Cramer-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...

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Veröffentlicht in:	IEEE transactions on signal processing 2008-01, Vol.56 (4)
Hauptverfasser:	Ollila, E, Kim, Hyon-Jung, Koivunen, V
Format:	Artikel
Sprache:	eng
Schlagworte:	Cramer-Rao bounds Demixing Estimators Exact solutions Independent component analysis Mathematical analysis Signal processing Simulation
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container_title	IEEE transactions on signal processing
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creator	Ollila, E Kim, Hyon-Jung Koivunen, V
description	Despite of the increased interest in independent component analysis (ICA) during the past two decades, a simple closed form expression of the Cramer-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.
doi_str_mv	10.1109/TSP.2007.910484
format	Article
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subjects	Cramer-Rao bounds Demixing Estimators Exact solutions Independent component analysis Mathematical analysis Signal processing Simulation
title	Compact CramAraRao Bound Expression for Independent Component Analysis
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