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

On this page we provide MATLAB code and data to reproduce the figures of the paper

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:

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