2008
DOI: 10.1016/j.sigpro.2008.03.017
|View full text |Cite
|
Sign up to set email alerts
|

A general framework for second-order blind separation of stationary colored sources

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

1
3
0

Year Published

2009
2009
2024
2024

Publication Types

Select...
4
2
1

Relationship

0
7

Authors

Journals

citations
Cited by 11 publications
(4 citation statements)
references
References 23 publications
1
3
0
Order By: Relevance
“…Pioneering works in [26,27] show that real valued source signals with distinct spectral density functions are blindly identifiable by using only the autocorrelation of the observations. Similar results in [28] show that stationary colored complex signals can be blindly separated by using a set of autocorrelation matrices. When source signals are both stationary and white, it requires more knowledge about the signals, such as higher-order statistics [14].…”
Section: Introductionsupporting
confidence: 63%
“…Pioneering works in [26,27] show that real valued source signals with distinct spectral density functions are blindly identifiable by using only the autocorrelation of the observations. Similar results in [28] show that stationary colored complex signals can be blindly separated by using a set of autocorrelation matrices. When source signals are both stationary and white, it requires more knowledge about the signals, such as higher-order statistics [14].…”
Section: Introductionsupporting
confidence: 63%
“…uniqueness of the solution up to the inherent problem ambiguities [18]) of the considered AR mixture model followed by a discussion on the algorithm's behavior when the AR order p is misestimated. …”
Section: Identifiability Resultsmentioning
confidence: 99%
“…The proof can be inspired from the identifiability results in [18]. Note that if two sources s i and s j have the same AR coefficients, i.e.…”
Section: Identifiability Resultsmentioning
confidence: 99%
“…They are those changes, when available, that provide enough information to solve the BSS problem. Formally, for AJDC the identifiability of sources discussed above, that is, matching condition (8.3), is described by the fundamental AJD-based BSS theorem (Afsari, 2008; see also Aïssa- El-Bey et al, 2008): let matrices S 1 , S 2 ,.. be the K (unknown) covariance matrices of sources corresponding to the covariance matrices included in the diagonalization set and s k(ij) their elements. The diagonal elements of these matrices s k(ii) hold the source variance.…”
Section: Approximate Joint Diagonalization Of Covariance Matrices (Ajdc)mentioning
confidence: 99%