Blind source separation using Renyi's mutual information
A blind source separation algorithm is proposed that is based on minimizing Renyi's mutual information by means of nonparametric probability density function (PDF) estimation. The two-stage process consists of spatial whitening and a series of Givens rotations and produces a cost function consisting only of marginal entropies. This formulation avoids the problems of PDF inaccuracy due to truncation of series expansion and the estimation of joint PDFs in high-dimensional spaces given the typical paucity of data. Simulations illustrate the superior efficiency, in terms of data length, of the proposed method compared to fast independent component analysis (FastICA), Comon's (1994) minimum mutual information, and Bell and Sejnowski's (1995) Infomax.