18-12-2009, 09:06 PM
ABSTRACT
In this paper, we propose a robust approach for independent component analysis (ICA) of signals that observationsare contaminated with high-level additive noise and/or outliers.The source signals may contain mixtures of both sub-Gaussianand super-Gaussian components, and the number of sources is unknown. Our robust approach includes two procedures. In the first procedure, a robust prewhitening technique is used to reduce the power of additive noise, the dimensionality and the correlation among sources. A cross-validation technique is introduced to estimate the number of sources in this first procedure. In the second procedure, a nonlinear function is derived using the parameterizedt-distribution density model. This nonlinear function is robust against the undue influence of outliers fundamentally. Moreover, the stability of the proposed algorithm and the robust property of misestimating the parameters (kurtosis) have been studied. By combining the t-distribution model with a family flight-tailed distributions (sub-Gaussian) model, we can separate the mixture of sub-Gaussian and super-Gaussian source components. Through the analysis of artificially synthesized data and real-world magneto encephalographic (MEG) data, we illustrate the efficacy of this robust approach.
Index Termsâ€Cross-validation method, independent component analysis (ICA), parametric estimation method, principal component analysis (PCA), robust prewhitening, t-distribution density model, unvaried single-trial MEG data analysis.