The most basic and necessary preprocessing is to center
,
i.e. subtract its mean vector
so as to make
a
zero-mean variable. This implies that
is zero-mean as well, as
can be seen by taking expectations on both sides of Eq. (4).
This preprocessing is made solely to simplify the ICA algorithms:
It does not mean that the mean could not be estimated.
After estimating the mixing matrix
with centered data, we can
complete the estimation by adding the mean vector of
back to the
centered estimates of
.
The mean vector of
is given by
,
where
is the mean that was subtracted in the preprocessing.