独立成分分析法基本原理.pdf

Z=AX ,ZXA i Z i Z=XA, XZ A µ pX Z = a X = a X + a X + ...+ a X 1 1 11 1 21 2 p 1 p Z = a X = a X + a X + ...+ a X 2 2 12 1 22 2 p 2 p Z = a X = a X + a X + ...+ a X p p 1p 1 2p 2 pp p Z1 a a = 1 1 1 X i Z Z 2 1 Cov(Z , Z ) = a a = 0 2 1 2 1 … 1 R = X X