The course gives basic knowledge in statistical signal processing and treats the theory of independent and principal components, together with applications in signal separation. The traditional approaches to analyse, filter, compress and separate a combination of signals by means of second order statistics (e.g. correlation based methods) are extended to include higher order statistics (e.g. higher than second order moments). This leads to the concept of independent components in contrast to principal components.
Course book: Aapo Hyvärinen, Juha Karhunen and Erkki Oja: Independent Component Analysis.