A fixed-point blind source extraction algorithm and its application to ECG data analysis

Generalized autocorrelations and complexity pursuit are two recently developed methods for extracting interesting component from time series. They are the extensions of projection pursuit to time series data. In this paper, a fixed-point blind source extraction (BSE) algorithm for generalized autocorrelations and complexity pursuit of the desired signals is presented. The fixed-point algorithm inherits the advantages of the well-known FastICA algorithm of ICA, which is very simple, converges fast, and does not need to choose any learning step sizes. Numerical experiments on electrocardiogram (ECG) data indicate its better performance.