Fixed-Point Algorithms for the Blind Separation of Arbitrary Complex-Valued Non-Gaussian Signal Mixtures

We derive new fixed-point algorithms for the blind separation of complex-valued mixtures of independent, noncircularly symmetric, and non-Gaussian source signals. Leveraging recently developed results on the separability of complex-valued signal mixtures, we systematically construct iterative procedures on a kurtosis-based contrast whose evolutionary characteristics are identical to those of the FastICA algorithm of Hyvarinen and Oja in the real-valued mixture case. Thus, our methods inherit the fast convergence properties, computational simplicity, and ease of use of the FastICA algorithm while at the same time extending this class of techniques to complex signal mixtures. For extracting multiple sources, symmetric and asymmetric signal deflation procedures can be employed. Simulations for both noiseless and noisy mixtures indicate that the proposed algorithms have superior finite-sample performance in data-starved scenarios as compared to existing complex ICA methods while performing about as well as the best of these techniques for larger data-record lengths.