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We introduce a new blind source separation (BSS) algorithm for correlated noncircular sources that uses only second-order statistics and fully takes the correlation structure into account. We propose a parametric entropy rate estimator that uses a widely linear autoregressive (AR) model for the sources, and derive the BSS algorithm by minimizing the mutual information of separated time series. We...
Independent component analysis (ICA) has been successfully applied for the analysis of functional magnetic resonance imaging (fMRI) data. However, independence might be too strong a constraint for certain sources. In this paper, we present an independent subspace analysis (ISA) framework that forms independent subspaces among the estimated sources having dependencies by a hierarchial clustering approach...
We propose a new entropy rate estimator for a second and/or higher-order correlated source by modeling it as the output of a linear filter, which can be mixed-phase, driven by Gaussian or non-Gaussian noise. Based on this estimator, we develop a new spatiotemporal blind source separation (BSS) algorithm, full BSS (FBSS), by minimizing the entropy rate of separated sources. FBSS provides more flexibilities...
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