尋找函數的全局極小值，global minimization of contrast function with random restarts the data are assumed whitened (i.e. with identity covariance matrix). The output is such that Wopt*x are the independent sources.
The kernel-ica package is a Matlab program that implements the Kernel
ICA algorithm for independent component analysis (ICA). The Kernel ICA
algorithm is based on the minimization of a contrast function based on
kernel ideas. A contrast function measures the statistical dependence
between components, thus when applied to estimated components and
minimized over possible demixing matrices, components that are as
independent as possible are found.
The main features of the considered identification problem are that there is no an a priori separation of the variables into inputs and outputs and the approximation criterion, called misfit, does not depend on the model representation. The misfit is defined as the minimum of the l2-norm between the given time series and a time series that is consistent with the approximate model. The misfit is equal to zero if and only if the model is exact and the smaller the misfit is (by definition) the more accurate the model is. The considered model class consists of all linear time-invariant systems of bounded complexity and the complexity is specified by the number of inputs and the smallest number of lags in a difference equation representation. We present a Matlab function for approximate identification based on misfit minimization. Although the problem formulation is representation independent, we use input/state/output representations of the system in order
