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J.-F. Cardoso
4.1 CUMULANT ENHANCEMENT
Step 1 can be implemented without resorting to an explicit minimization procedure by
using the idea of 'signal enhancement' [1]. Since the true cumulants are known to be
supersymmetric and rank n, enhancement is achieved by alternate projections of the sample
cumulant tensor onto T~ and onto S:
A
1. Start with the sample cumulant tensor Q.
2. Project it onto 7~.
3. Project the result onto S
4. Go to step 2 until convergence is reached.
An iterative procedure is needed because rank forcing destroys symmetry while symmetriza-
tion destroys the rank-n property. ...