A fixed-point algorithm for independent component analysis using AR source model

T . Now the mixing can be expressed as

The problem of the BSS is to estimate both the source signals s(t) and the mixing matrix A (or  its inverse W, i.e., −W A= 1, which is called the separation matrix), based on the observations of x(t) alone (Hyvärinrn & Karhunen & Oja 2001; Jutten & Hérault 1991).