[Eeglablist] separation of white gaussian sources

[David Groppe]

Hi Marco,
  There is no way to uniquely re-whiten a mixture of Gaussian 
sources that are independent across time (i.e. the activity of a source at 
time t tells you nothing about the activity of that source at time t+x).  
This is because there are an infinite number of matrices that will whiten 
the mixture.  Any matrix that whitens the mixture can be rotated to 
produce a new matrix that will whiten the data, because a rotated whitened 
distribution is still a whitened distribution.
  If the sources are not independent across time, Belouchrani et al.'s 
Second Order Blind Identification (SOBI) algorithm might work:

  A. Belouchrani, K. Meraim, J.-F. Cardoso, and E. Moulines, "A blind 
source separation technique using second order statistics" IEEE Trans. 
on Sig. Proc. 45, pp. 434-444, Feb. 1997

as might Gorodnitsky & Belouchrani's JCC algorithm:

I. Gorodnitsky and A. Belouchrani, "Joint cumulant and correlation based 
signal separation with application to EEG data analysis" in ICA 2001, 2001

hope this helps,
  -David G.

On Mon, 22 Nov 2004, Marco Congedo wrote:

> 
> Hello,
> 
>  can anybody point me on existimng algorithms for the separation
> of uncorrelated white gaussian sources (maybe not completely "blind")
> WITHOUT any additional statistical assumption?
> 
> Thanks a lot,
> 
> Marco
> 
>