[FieldTrip] ICA and covariance matrix for CSP

Bethel Osuagwu b.osuagwu.1 at research.gla.ac.uk
Wed Apr 24 11:31:04 CEST 2013

Thank you Johanna for that explanation. 
I guess I should try out the regularization then! 
From: fieldtrip-bounces at science.ru.nl [fieldtrip-bounces at science.ru.nl] On Behalf Of Johanna Zumer [johanna.zumer at donders.ru.nl]
Sent: 23 April 2013 16:16
To: FieldTrip discussion list
Subject: Re: [FieldTrip] ICA and covariance matrix for CSP

Hi Bethel,

Removing a component with ICA will reduce the rank (number linear independent components) of your data.  The covariance matrix itself probably can be computed, but I suspect the warning you are getting is when you are computing the inverse.   The inverse of a rank-deficient matrix cannot be computed (and so the warnings you get are expected).

Regularisation (e.g. adding some 'noise' to the diagonal of the covariance matrix, roughly equal to the amount of estimated sensor noise) prior to inversion is the common way around this problem.   In FieldTrip, this is cfg.lambda when calling ft_sourceanalysis, which you can set to a percentage, for example '5%' is common, of the trace of the covariance matrix.


2013/4/23 Bethel Osuagwu <b.osuagwu.1 at research.gla.ac.uk<mailto:b.osuagwu.1 at research.gla.ac.uk>>
Hi Everyone,

I want to ask a general mathematical question relating to ICA and common spatial pattern. Hopefully someone will help me out.

I have noticed that after using ICA to remove artifact in my signal, I can no longer compute the covariance matrices needed for common spatial pattern without matlab giving me warning regarding the accuracy of the estimated matrix. Indeed the estimated matrix is not accurate. This does not happen if I use only a small subset of my channels after removing noise with ICA.  If I do not use ICA at all the warning disappears.

I want to ask if anybody knows why ICA causes this issue and how I can fix it.

Thanks a lot.
Bethel Osuagwu
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