Fastica

Fastica matlab

Fastica matlab
  1. How does FastICA work?
  2. What is kurtosis in ICA?

How does FastICA work?

Like most ICA algorithms, FastICA seeks an orthogonal rotation of prewhitened data, through a fixed-point iteration scheme, that maximizes a measure of non-Gaussianity of the rotated components.

What is kurtosis in ICA?

ICA decomposes a multivariate signal into 'independent' components through 1. orthogonal rotation and 2. maximizing statistical independence between components in some way - one method used is to maximize non-gaussianity (kurtosis).

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