A novel fixed-point algorithm for constrained independent component analysis

Abstract

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Constrained independent component analysis (ICA) is an effective method for solving the blind source separation with a prior knowledge. However, most constrained ICA algorithms are proposed for the real-valued sources. In this paper, a novel constrained noncircular complex fast independent component analysis (c-ncFastICA) algorithm based on the fixed-point learning is proposed to address the complex-valued sources. The c-ncFastICA algorithm uses the augmented Lagrangian method to obtain a new cost function and then utilizes the quasi-Newton method to search its optimal solution. Compared with other ICA and constrained ICA algorithms, c-ncFastICA has better separation performance. Simulations confirm the effectiveness and superiority of the c-ncFastICA algorithm.