Algorithm.

The cICA–YW Algorithm

Initialize W̃, $\tilde{\lambda }$.

While the Amari error (9) is greater than the convergence threshold,

1. Estimate the sources by S̃ = W̃X. For j = 1, . . . ,M,

(a) Estimate ${\tilde{\varphi }}_j$ using the Yule–Walker method with the order p̃j selected by AIC.

(b) Compute ${\tilde{\sigma }}_j^2$ according to (7).

2. Update W̃ and $\tilde{\lambda }$ via the Newton–Raphson updating (8), using the estimates $\tilde{\varphi }$ and ${\tilde{\sigma }}^2$.