Simple technique to determine the Givens‐rotation matrix in the two‐source ICA problem for skewed sources

Abstract

The estimation of the Givens-rotation matrix or the Jacobi angle has always been a fundamental problem in independent component analysis. To estimate the angle, many approaches which use the optimal means and statistics of observation data have been presented during the past few decades. It is showed in this Letter that as long as one of two sources is asymmetrical, the Givens-rotation matrix can be solved from two weighted covariance matrices constructed by observations. Simulations illustrate the effectiveness of the approach.