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Molgedey和舒斯特去相关算法,具有方形混合矩阵A。

于 2022-03-17 发布 文件大小:11.88 kB
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代码说明:

The Molgedey and Schuster decorrelation algorithm, having square mixing matrix and no noise . Truncation is used for the time shifted matrix, and it is forced to be symmetric . The delay Tau is estimated . The number of independent components are calculated using Bayes Information Criterion (BIC), with PCA for dimension reduction.-The Molgedey and Schuster decorrelation algorithm, having square mixing matrix and no noise . Truncation is used for the time shifted matrix, and it is forced to be symmetric . The delay Tau is estimated . The number of independent components are calculated using Bayes Information Criterion (BIC), with PCA for dimension reduction.

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