Mathematics in Independent Component Analysis
Mathematics in Independent Component Analysis
Mathematics in Independent Component Analysis
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Chapter 20. Signal Process<strong>in</strong>g 86(3):603-623, 2006 263<br />
N)−matrix) <strong>in</strong> different ways. One of the simplest approaches lies <strong>in</strong> a l<strong>in</strong>ear<br />
decomposition, X = AS, with A an (m × N)−matrix (mix<strong>in</strong>g matrix) and S<br />
an (n × N)−matrix stor<strong>in</strong>g the sources. Both A and S are unknown, hence<br />
this problem is often described as bl<strong>in</strong>d source separation (BSS). To get a<br />
well-def<strong>in</strong>ed problem, A and S have to satisfy additional properties such as:<br />
• the source components Si (rows of S) are assumed to be realizations of<br />
stochastically <strong>in</strong>dependent random variables — this method is called <strong>in</strong>dependent<br />
component analysis (ICA) [1,2],<br />
• the sources S are required to conta<strong>in</strong> as many zeros as possible — we then<br />
speak of sparse component analysis (SCA) [3,4],<br />
• A and S are assumed to be nonnegative, which is denoted by nonnegative<br />
matrix factorization (NMF) [5].<br />
The above-mentioned models as well as their <strong>in</strong>terplay have recently been <strong>in</strong><br />
the focus of many researchers, for <strong>in</strong>stance concern<strong>in</strong>g the question of how<br />
ICA and sparseness are related to each other and how they can be <strong>in</strong>tegrated<br />
<strong>in</strong>to BSS algorithms [6–10], how to deal with nonnegativity <strong>in</strong> the ICA case<br />
[11,12] or how to extend NMF <strong>in</strong> order to <strong>in</strong>clude sparseness [13,14]. Much<br />
work has already been devoted to these subjects, and their applications to<br />
various fields are currently emerg<strong>in</strong>g. Indeed, l<strong>in</strong>ear representations such as the<br />
above have several potential applications <strong>in</strong>clud<strong>in</strong>g decomposition of objects<br />
<strong>in</strong>to ‘natural’ components [5], redundancy and dimensionality reduction [2],<br />
biomedical data analysis, micro-array data m<strong>in</strong><strong>in</strong>g or enhancement, feature<br />
extraction of images <strong>in</strong> nuclear medic<strong>in</strong>e, etc. [1,2].<br />
In this study, we will analyze and compare the above models, not from a theoretical<br />
po<strong>in</strong>t of view but rather from a concrete, real-world example, namely<br />
the analysis of surface electromyogram (s-EMG) data sets. An electromyogram<br />
(EMG) denotes the electric signal generated by a contract<strong>in</strong>g muscle<br />
[15]; its study is relevant to the diagnosis of motoneuron diseases [16] as well<br />
as neurophysiological research [17]. In general, EMG measurements make use<br />
of <strong>in</strong>vasive, pa<strong>in</strong>ful needle electrodes. An alternative is to use s-EMG, which<br />
is measured us<strong>in</strong>g non-<strong>in</strong>vasive, pa<strong>in</strong>less surface electrodes. However, <strong>in</strong> this<br />
case the signals are rather more difficult to <strong>in</strong>terpret due to noise and overlap<br />
of several source signals as shown <strong>in</strong> Fig 1(a). We have already applied ICA <strong>in</strong><br />
order to solve the s-EMG decomposition problem [18], however performance<br />
<strong>in</strong> real-world noisy s-EMG is still problematic, and it is yet unknown if the<br />
assumption of <strong>in</strong>dependent sources holds very well <strong>in</strong> the sett<strong>in</strong>g of s-EMG.<br />
In the present work, we apply sparse BSS methods based on various model<br />
assumptions to s-EMG signals. We first outl<strong>in</strong>e each of those methods and<br />
the correspond<strong>in</strong>g performance <strong>in</strong>dices used for their comparison. We then<br />
present the decompositions obta<strong>in</strong>ed with each method, and f<strong>in</strong>ally discuss<br />
these results <strong>in</strong> section 4.<br />
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