The success of ICA for a given data set may depende crucially on
performing some application-dependent preprocessing steps. For
example, if the data consists of time-signals, some band-pass
filtering may be very useful. Note that if we filter linearly the
observed signals xi(t) to obtain new signals, say xi*(t),
the ICA model still holds for
,
with the same mixing
matrix.
This can be seen as follows. Denote by the matrix that
contains the observations
as its columns, and similarly for
. Then the ICA model can be expressed as:
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(34) |
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