Chapter 4. Estimation Theory

  1. Aapo Hyvärinen,
  2. Juha Karhunen and
  3. Erkki Oja

Published Online: 15 MAY 2002

DOI: 10.1002/0471221317.ch4

Independent Component Analysis

Independent Component Analysis

How to Cite

Hyvärinen, A., Karhunen, J. and Oja, E. (2001) Estimation Theory, in Independent Component Analysis, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471221317.ch4

Author Information

  1. Neural Networks Research Center, Helsinki University of Technology, Finland

Publication History

  1. Published Online: 15 MAY 2002
  2. Published Print: 21 MAY 2001

ISBN Information

Print ISBN: 9780471405405

Online ISBN: 9780471221319

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Keywords:

  • estimation;
  • estimators;
  • method of moments;
  • least-squares estimation;
  • maximum likelihood method;
  • Bayesian estimation

Summary

In this chapter, the authors concentrate mainly on linear data models, studying the estimation of their parameters. The two cases of deterministic and random parameters are covered, but the parameters are always assumed to be time-invariant. The methods that are widely used in context with independent component analysis (ICA) are emphasized in this chapter.