Gon Marques and Luís B. Almeida,
An Objective Function for Independence,
In Proceedings of the IEEE International Conference on Neural
Networks,
1996.
Gon Marques and Luís B. Almeida,
An Objective Function for Independence,
In Proceedings of the IEEE International Conference on Neural
Networks,
1996.The problem of separating a linear or nonlinear mixture of independent sources has been the focus of many studies in recent years. It is well known that the classical principal components analysis method, which is based on second order statistics, performs poorly even in the linear case, if the sources do not have Gaussian distributions. Based on this fact, several algorithms take in account higher than second order statistics in their approach to the problem. Other algorithms use the Kullback-Leibler divergence to find a transformation that can separate the independent signals. Nevertheless, the great majority of these algorithms only take in account a finite number of statistics, usually up to the fourth order, or use some kind of smoothed approximations. In this paper we present a new class of objective functions for source separation. The objective functions use statistics of all orders simultaneously, and have the advantage of being continuous, differentiable functions that can be computed directly from the training data. A derivation of the class of functions for two dimensional data, some numerical examples illustrating its performance, and some implementation considerations are described.