function?[Sest]?=?Fast_ICA（XobsC）
%%?Preprocessing?Centering
SX?=?size（Xobs）;
N?=?SX（1）;
M?=?SX（2）;

X?=?Xobs‘;??????????????????????????????????%X?is?the?transpose?of?the?matrix?of?M?samples?of?N?mixtures?used?in?subsequent?calculations

Xmean?=?mean（X）;????????????????????????????%Xmean?is?the?mean?vector?of?the?matrix?X

for?i?=?1:N
????X（:i）?=?X（:i）?-?Xmean（i）;?????????????%The?matrix?X?is?centered?by?subtracting?each?of?the?N?mixtures?by?their?corresponding?sample?averages
end

%%?Preprocessing?Whitening

ExxT????=?cov（X）;???????????????????????????%The?covariance?matrix?of?X?is?computed?and?stored?in?ExxT
[ED]???=?eig（ExxT）;????????????????????????%Eigenvalue?decomposition?is?applied?on?the?covariance?matrix?of?X?ExxT

Z?=?E*1/sqrt（D）*E‘*X‘;??????????????????????%The?matrix?X?is?whitened?to?Z

%%?FastICA?algorithm

W?=?0.5*ones（CN）;??????????????????????????%Initializing?W?a?matrix?consisting?of?columns?corresponding?with?the?inverse?of?the?（transformed）?mixing?Amix

iterations?=?100;???????????????????????????%The?amount?of?iterations?used?in?the?fastICA?algorithm

for?p?=?1:C
????
wp?=?ones（N1）*0.5;
wp?=?wp?/?sqrt（wp‘*wp）;

????for?i?=?1:iterations
????????
????????G???????=?tanh（wp‘*Z）;
????????Gder????=?1-tanh（wp‘*Z）.^2;
????????
????????wp??????=?1/M*Z*G‘?-?1/M*Gder*ones（M1）*wp;
????????
????????dumsum??=?zeros（C1）;
????????
????????for?j?=?1:p-1
????????????dumsum?=?dumsum?+?wp‘*W（:j）*W（:j）;
????????end
????????
????????wp??????=?wp?-?dumsum;????????
????????wp??????=?wp?/?sqrt（wp‘*wp）;
????end
????
????W（:p）?=?wp;?
end

%%?Output?Results
W?=?W/sqrt（2）;????%The?factor?sqrt（2）?is?an?emirical?constant?added?to?make?the?predictions?fit?the?data?properly.?The?source?of?the?factor?has?yet?to?be?determined.
Sest?=?W‘*Z;
end

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????1834??2020-04-02?15:40??SSA-ICA\A01_Fast_ICA.m

?????文件????????188??2020-04-02?15:40??SSA-ICA\A02_diag_average.m

?????文件??????52427??2020-04-02?16:28??SSA-ICA\figures\1.gif

?????文件?????220336??2020-04-02?16:35??SSA-ICA\figures\1.jpg

?????文件?????113397??2020-04-02?16:35??SSA-ICA\figures\2.jpg

?????文件?????180597??2020-04-02?16:34??SSA-ICA\figures\3.jpg

?????文件???????2555??2020-04-09?22:00??SSA-ICA\main_SSA_ICA.m

?????文件???????1673??2020-04-03?17:08??SSA-ICA\README.md

?????文件????????739??2020-04-03?16:40??SSA-ICA\SSA_ICA.m

?????目錄??????????0??2020-04-09?21:56??SSA-ICA\figures

?????目錄??????????0??2020-04-09?21:56??SSA-ICA

-----------?---------??----------?-----??----

???????????????573746????????????????????11