Independent Component Analysis
Example (ICA)
ICA has been in existence since around the mid 1990s
and is a method to separate (in this case) two or more acoustic sources which
have become mixed together eg whilst recording or in speech recognition
problems where one of the sources is unknown non-stationary noise or a
disturbance. The assumption is made that the original sources to be recovered
are statistically independent. Moreover the scaling of the original sources
cannot be recovered. Originally mixture were formed in simulations which were
just a constant matrix. For example for a 2 source problem the mixture matrix
was a 2X2 constant mixing matrix which was assumed to be unknown. Later, the
extension was made to include convolutive mixtures (which is the case in the
real world due to reverberation).
Consider n random sources in a vector
which are all statistically independent. Now consider
that this vector has passed through a mixing transfer function matrix described
by a multivariable finite impulse
response (FIR) filter thus
Where
is the unit
delay operator. For two sources and
measurements this is illustrated in Figure 1. It is assumed here that
the number of inputs and output are identical so that
is a square polynomial-matrix. (not always the case of
course) The object of the exercise is to synthesis a cascaded multivariable FIR
filter which will have the effect of nullifying the cross-talk transfer
function terms (
and
in Figure 1). The problem is particularly difficult
since
is unknown and
often non-minimum phase. The non-minimum phase case means that even if
was known exactly then its inverse does not exist!

Figure
1. Two input-output mixture model.
Example
of a non-minimum phase acoustic mixing process.
Consider a second-order
non-minimum-phase multivariable polynomial mixing matrix given by:
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Which has 4 zeros at
and
. The latter two zeros have magnitude 1.03 which are
just outside the unit circle. It can be seen from Figure 2 that the algorithm
is able to separate the mixture with no extra computational cost than that of a
minimum-phase mixture.

Figure 2. Clean Speech signals (a),(b), Mixtures (c)
and (d) and Estimates (e) and (f).
Click here to hear original speech mixture:
Click here to hear estimate of first channel:
Click here to hear estimate of second channel:
The above example uses a new unpublished method developed at Albany School of Engineering and Advanced Technology.