Orthogonally-constrained extraction of independent non-gaussian component from non-gaussian background without ICA

Abstract

We propose a new algorithm for Independent Component Extraction that extracts one non-Gaussian component and is capable to exploit the non-Gaussianity of background signals without decomposing them into independent components. The algorithm is suitable for situations when the signal to be extracted is determined through initialization; it shows an extra stable convergence when the target component is dominant. In simulations, the proposed method is compared with Natural Gradient and One-unit FastICA, and it yields improved results in terms of the Signal-to-Interference ratio and the number of successful extractions.