Valid from: Autumn 2019
Decided by: Professor Thomas Johansson
Date of establishment: 2019-06-05
Division: Biomedical Engineering
Course type: Course given jointly for second and third cycle
The course is also given at second-cycle level with course code: BMEN15
Teaching language: English
The course gives basic knowledge in statistical signal processing and treats the theory of independent and principal components, together with applications in signal separation. The traditional approaches to analyse, filter, compress and separate a combination of signals by means of second order statistics (e.g. correlation based methods) are extended to include higher order statistics (e.g. higher than second order moments). This leads to the concept of independent components in contrast to principal components.
Knowledge and Understanding
For a passing grade the doctoral student must
Competences and Skills
For a passing grade the doctoral student must
Judgement and Approach
For a passing grade the doctoral student must e able to comprehend literature as well as standards in this area
The following items are treated in the course: linear representation of multivariate data, random vectors and independence, higher order moments, gradients and optimization, learning rules for non-constrained and constrained optimization, estimation theory for signal separation, methods of least-squares and maximum likelihood, information theory, entropy cumulants, definition of PCA and ICA, differences and similarities between PCA and ICA, methods for estimation of ICA: ICA by maximization of non-Gaussianity, ICA by maximum likelihood estimation, ICA by minimization of mutual information, ICA by nonlinear decorrelation and nonlinear PCA. Applications: acoustic signal separation and deconvolution, feature extraction from multivariate data, artifact identification from EEG and MEG, prediction of time series data by using ICA.
Hyvärinen, A., Karhunen, J. & Oja, E.: Independent Component Analysis. Wiley-Interscience, 2001. ISBN 9780471405405.
Types of instruction: Lectures, exercises, project
Examination formats: Written exam, written report, written assignments.
Fulfilled project work and partial tests during the course.
Grading scale: Failed, pass
Examiner:
Assumed prior knowledge: ESS040, EITF75 Digital signal processing OR ETI265, EITA50 Signal processing in multimedia OR EITF15 Digital signal processing - theory and applications
Course coordinator: Frida Sandberg <frida.sandberg@bme.lth.se>
Web page: www.bme.lth.se