Chapter 7. What is Independent Component Analysis?
Published Online: 15 MAY 2002
Copyright © 2001 John Wiley & Sons, Inc.
Independent Component Analysis
How to Cite
Hyvärinen, A., Karhunen, J. and Oja, E. (2001) What is Independent Component Analysis?, in Independent Component Analysis, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471221317.ch7
- Published Online: 15 MAY 2002
- Published Print: 21 MAY 2001
Book Series Editors:
- Simon Haykin
Print ISBN: 9780471405405
Online ISBN: 9780471221319
- independent component analysis (ICA);
- gaussian variables
In this chapter, the basic concepts of independent component analysis (ICA) are defined. The authors start by discussing a couple of practical applications. These serve as motivation for the mathematical formulation of ICA, which is given in the form of a statistical estimation problem. The authors then consider under what conditions this model can be estimated, and what exactly can be estimated. After these basic definitions, they go on to discuss the connection between ICA and well-known methods that are somewhat similar, namely principal component analysis (PCA), decorrelation, whitening, and sphering.