Gäller från och med: Autumn 2019
Beslutad av: Professor Thomas Johansson
Datum för fastställande: 2019-06-05
Avdelning: Biomedical Engineering
Kurstyp: Gemensam kurs, avancerad nivå och forskarnivå
Kursen ges även på avancerad nivå med kurskod: BMEN15
Undervisningsspråk: 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.
Kunskap och förståelse
För godkänd kurs skall doktoranden
Färdighet och förmåga
För godkänd kurs skall doktoranden
Värderingsförmåga och förhållningssätt
För godkänd kurs skall doktoranden 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.
Undervisningsformer: Föreläsningar, övningar, projekt
Examinationsformer: Skriftlig tentamen, skriftlig rapport, inlämningsuppgifter.
Fulfilled project work and partial tests during the course.
Betygsskala: Underkänd, godkänd
Examinator:
Förutsatta förkunskaper: ESS040, EITF75 Digital signal processing OR ETI265, EITA50 Signal processing in multimedia OR EITF15 Digital signal processing - theory and applications
Kursansvarig: Frida Sandberg <frida.sandberg@bme.lth.se>
Hemsida: www.bme.lth.se