Blind Source Separation via Principal Component Analysis

Various methods for blind source separation (BSS) are based on independent component analysis (ICA) which can be viewed as a nonlinear extension of principal component analysis (PCA). Most existing ICA methods require certain nonlinear functions (which leads to higher-order statistics) depending on the probability distributions of sources, whereas PCA is a linear learning method based on second-order statistics. In this paper we show that the PCA can be applied to the task of BBS, provided that source are spatially uncorrelated but temporally correlated. Since the resulting method is based on only second-order statistics, it avoids the nonlinear function and is able to separate mixtures of several colored Gaussian sources, in contrast to the conventional ICA methods.