Neural Information Processing - Letters and Reviews

Vol. 6, No. 1, January 2005

pp.1-57

Blind Source Separation and Independent Component Analysis: A Review

Seungjin Choi
Department of Computer Science
Pohang University of Science and Technology
San 31, Hyoja-dong, Nam-gu, Pohang, Gyungbuk 790-784, Korea
E-mail: seungjin@postech.ac.kr

Andrzej Cichocki
RIKEN, Brain Science Institute, 2-1 Hirosawa, Wako, Saitama 351-0198, Japan
Warsaw University of Technology, Poland
E-mail: cia@bsp.brian.riken.go.jp

Hyung-Min Park and Soo-Young Lee
Department of BioSystems, Department of Electrical Engineering and Computer Science, and
CHUNG Moon Soul Center for BioInformation and BioElectronics,
Korea Advanced Institute of Science and Technology
373-1 Guseong-dong, Yuseong-gu, Daejeon 305-701, Korea
E-mail: {hmpark, sylee}@kaist.ac.kr

Abstract

Blind source separation (BSS) and independent component analysis (ICA) are generally based on
a wide class of unsupervised learning algorithms and they found potential applications in many areas
from engineering to neuroscience. A recent trend in BSS is to consider problems in the framework
of matrix factorization or more general signals decomposition with probabilistic generative and tree
structured graphical models and exploit a priori knowledge about true nature and structure of latent (hidden)
variables or sources such as spatio-temporal decorrelation, statistical independence, sparseness, smoothness
or lowest complexity in the sense e.g., of best predictability. The possible goal of such decomposition can be
considered as the estimation of sources not necessary statistically independent and parameters of a mixing
system or more generally as finding a new reduced or hierarchical and structured representation for the observed
(sensor) data that can be interpreted as physically meaningful coding or blind source estimation. The key issue
is to find a such transformation or coding (linear or nonlinear) which has true physical meaning and interpretation.
We present a review of BSS and ICA, including various algorithms for static and dynamic models and their applications.
The paper mainly consists of three parts:(1) BSS algorithms for static models (instantaneous mixtures); (2) extension
of BSS and ICA incorporating with sparseness or non-negativity constraints; (3) BSS algorithms for dynamic models
(convolutive mixtures).

Keywords ??? Independent Component Analysis, Blind Source Separation, information theory, feature extraction