Compact Cramér–Rao Bound Expression for Independent Component Analysis
نویسندگان
چکیده
Despite of the increased interest in independent component analysis (ICA) during the past two decades, a simple closed form expression of the Cramér–Rao bound (CRB) for the demixing matrix estimation has not been established in the open literature. In the present paper we fill this gap by deriving a simple closedform expression for the CRB of the demixing matrix directly from its definition. A simulation study comparing ICA estimators with the CRB is given.
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