Ollila, Esa; Oja, Hannu; Koivunen, Visa - In: Computational Statistics & Data Analysis 52 (2008) 7, pp. 3789-3805
It is shown that any pair of scatter and spatial scatter matrices yields an estimator of the separating matrix for complex-valued independent component analysis (ICA). Scatter (resp. spatial scatter) matrix is a generalized covariance matrix in the sense that it is a positive definite hermitian...