ELEC 475/575 – Spring 2023 Homework 5

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ELEC 475/575 – Spring 2023

Homework 5

Due: Thursday April 6, 11:59pm

Independent Components Analysis (ICA)

1.  Generate the source signals below using a time vector of t = 0 : 0.001 : 25

S(1) = cos(t)

S(2) = e −t − 5e −t/5

2.  Create the following observations:

X(1) = 0.8 · S(1) + 0.5 · S(2)

X(2) = 0.3 · S(1) − 0.4 · S(2)

3. Use FastICA https://research.ics.aalto.fi/ica/fastica/ to perform ICA.

What to turn in:

• Plots of:

– Source signals

– Observation signals

– ICA estimates of the source signals

• Your code