Constrained Independent Component Analysis

Wei Lu, Jagath C. Rajapakse

Abstract: The paper presents a novel technique of constrained independent component analysis (CICA) to introduce constraints into the clas(cid:173) sical ICA and solve the constrained optimization problem by using Lagrange multiplier methods. This paper shows that CICA can be used to order the resulted independent components in a specific manner and normalize the demixing matrix in the signal separation procedure. It can systematically eliminate the ICA's indeterminacy on permutation and dilation. The experiments demonstrate the use of CICA in ordering of independent components while providing normalized demixing processes.