An overview of properties and extensions of FOBI

摘要

Recently, Spurek, Tabor, Struksi and Smieja (2018) suggested an independent component analysis method that is obtained via a generalized eigenvalue decomposition and stated that their estimator enjoys several useful properties. The estimator is however already known since 1989 as FOBI (Fourth order blind identification), and it indeed has many nice properties, even outside the independent component model. As there seems to be interest in the readers of Knowledge-Based Systems in the estimator, we shortly review it and various of its properties not mentioned by Spurek et al. (2018), along with some recent extensions of FOBI.