Cramér-Rao Bound for Circular and Noncircular Complex Independent Component Analysis

B. Loesch and B. Yang
"Cramér-Rao Bound for Circular and Noncircular Complex Independent Component Analysis"
IEEE Transactions on Signal Processing 61(2): 365-379 (2013)

MATLAB code

Since the simulations take quite a long time to run, we also provide the result data:

• part 1: sample size L=1000 (58MB)
• part 2: sample sizes L=10, 20, 50 (115 MB)
• part 3: sample sizes L=100, 200, 500 (115 MB)
• part 4: sample sizes L=2000, 5000, 10000 (115 MB)