Multivariate analysis methods such as independent component analysis (ICA) have been applied to the analysis of functional magnetic resonance imaging (fMRI) data to study the brai...
SOBI is a blind source separation algorithm based on time decorrelation. It uses multiple time autocovariance matrices, and performs joint diagonalization thus being more robust th...
We derive the entropy rate formula for a complex Gaussian random process by using a widely linear model. The resulting expression is general and applicable to both circular and non...