Orthogonal extended infomax algorithm

Objective. The extended infomax algorithm for independent component analysis (ICA) can separate sub- and super-Gaussian signals but converges slowly as it uses stochastic gradient optimization. In this paper, an improved extended infomax algorithm is presented that converges much faster. Approach. Accelerated convergence is achieved by replacing the natural gradient learning rule of extended infomax by a fully-multiplicative orthogonal-group based update scheme of the ICA unmixing matrix, leading to an orthogonal extended infomax algorithm (OgExtInf). The computational performance of OgExtInf was compared with original extended infomax and with two fast ICA algorithms: the popular FastICA and Picard, a preconditioned limited-memory Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) algorithm belonging to the family of quasi-Newton methods. Main results. OgExtInf converges much faster than original extended infomax. For small-size electroencephalogram (EEG) data segments, as used for example in online EEG processing, OgExtInf is also faster than FastICA and Picard. Significance. OgExtInf may be useful for fast and reliable ICA, e.g. in online systems for epileptic spike and seizure detection or brain-computer interfaces.