... noise in the data before performing ICA. For example, simple filtering oftime-signals is often very useful in this respect, and so is dimension reduction by principal component analysis (PCA); see ... infactor analysis and signal processing, and allows for a simple formulation of the noisymodel. Thus, the noisy ICA model can be expressed asx = As + n(15.1)293Independent Component Analysis. ... in(15.24), or in (15.26), on each component ui(t), for every observation indext.Denote the obtained components by^si(t)=gi(ui(t)).3. Invert the transform to obtain estimates of the...