CUMULATIVE DENSITY FUNCTION
Yolanda Blanco; Santiago Zazo; J. C. Principe
yolanda@gaps.ssr.upm.es
This paper discusses a novel method called `ICA with OS'
(`Independent Component Analysis with Order Statistics')
to solve the vital problem of Blind Source Separation. The
key of the procedure is a new alternative Gaussianity
measure estimated by Order Statistics of the cdf (cumulative
density function) instead of the common pdf (probability
density function) moments. The maximization of this
measure performs the extraction of one source in each of
the successive stages of a deflation procedure based on
Givens rotations.