function?[SAUllinfo]=icaML（XKpardebug_draw）

%?icaML?????:?ICA?by?ML?（Infomax）?with?square?mixing?matrix?and?no?noise.

%

%?function?[SAUllinfo]=icaML（X[K][par]）?Independent?component?analysis?（ICA）?using

%???????????????????????????????????????maximum?likelihood?square?mixing?matrix?and?

%???????????????????????????????????????no?noise?[1]?（Infomax）.?Source?prior?is?assumed?

%???????????????????????????????????????to?be?p（s）=1/pi*exp（-ln（cosh（s）））.?For?optimization

%???????????????????????????????????????the?BFGS?algorithm?is?used?[2].?See?code?for?

%???????????????????????????????????????references.

%???????????????????????????????????????

%???????????????????????????????????????X??:?Mixed?signals

%???????????????????????????????????????K??:?Number?of?source?components.

%???????????????????????????????????????????For?K=0?（default）?number?of?sources?are?equal?to?number?of

%???????????????????????????????????????????observations.

%???????????????????????????????????????????For?K?
%???????????????????????????????????????????dimension.

%???????????????????????????????????????par:??Vector?with?4?elements:

%???????????????????????????????????????????（1）??:??Expected?length?of?initial?step

%???????????????????????????????????????????Stopping?criteria:

%???????????????????????????????????????????（2）??:??Gradient??||g||_inf?<=?par（2）?

%???????????????????????????????????????????（3）??:??Parameter?changes?||dW||_2??<=?par（3）*（par（3）?+?||W||_2）

%???????????????????????????????????????????（4）??:??Maximum?number?of?iterations?

%???????????????????????????????????????????Any?illegal?element?in??opts??is?replaced?by?its

%???????????????????????????????????????????default?value??[1??1e-4*||g（x0）||_inf??1e-8??100]

%???????????????????????????????????????debug_draw?:?Draw?debug?information

%???????????????????????????????????????

%???????????????????????????????????????S??:?Estimated?source?signals?with?variance

%????????????????????????????????????????????scaled?to?one.

%???????????????????????????????????????A??:?Estimated?mixing?matrix

%???????????????????????????????????????U??:?Principal?directions?of?preprocessing?PCA.?
%????????????????????????????????????????????If?K?（the?number?of?sources）?is?equal?to?the?number
%????????????????????????????????????????????of?observations?then?no?PCA?is?performed?and?U=eye（K）.??
%???????????????????????????????????????ll?:?Log?likelihood?for?estimated?sources

%???????????????????????????????????????info?:??Performance?information?vector?with?6?elements:

%???????????????????????????????????????????（1:3）??:?final?values?of?[ll??||g||_inf??||dx||_2]?

%???????????????????????????????????????????（4:5）??:?no.?of?iteration?steps?and?evaluations?of?（llg）

%???????????????????????????????????????????（6）????:?1?means?stopped?by?small?gradient

%????????????????????????????????????????????????????2?mea

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件???????15496??2003-09-09?13:37??MLcorrected\icaML.m
?????文件????????3347??2006-06-22?14:15??MLcorrected\icaML_bic.m
?????文件?????????845??2002-12-18?14:56??MLcorrected\script_demo.m