2021
DOI: 10.1002/wics.1550
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A review of second‐order blind identification methods

Abstract: Second-order source separation (SOS) is a data analysis tool which can be used for revealing hidden structures in multivariate time series data or as a tool for dimension reduction. Such methods are nowadays increasingly important as more and more high-dimensional multivariate time series data are measured in numerous fields of applied science. Dimension reduction is crucial, as modeling such high-dimensional data with multivariate time series models is often impractical as the number of parameters describing … Show more

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Cited by 24 publications
(11 citation statements)
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References 92 publications
(177 reference statements)
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“…Therefore, we suggest another approach which combines the three nonstationarity measures (3), ( 4) and (5). Denote from now on M m = M 1 , M v = M 2 and M τ = M 3 .…”
Section: Combination Of Methodsmentioning
confidence: 99%
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“…Therefore, we suggest another approach which combines the three nonstationarity measures (3), ( 4) and (5). Denote from now on M m = M 1 , M v = M 2 and M τ = M 3 .…”
Section: Combination Of Methodsmentioning
confidence: 99%
“…The stationary components are identifiable when the components follow a second-order source separation (SOS) model or a stationary independent time series model. For details see for example [5]. In that case methods such as AMUSE [28,29], SOBI [30,1], gSOBI [31] or gJADE [32] can be applied to the identified stationary subspace.…”
Section: Practical Issues and Identifiability Of Componentsmentioning
confidence: 99%
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“…Blind source separation (BSS) consists of the extraction of source signals from their observed mixtures without prior knowledge of the mixing matrix or its inputs. BSS is widely used in many signal processing applications, and a plethora of works have been devoted to develop solutions in different contexts and under different mixing models, e.g., [1][2][3][4][5][6][7]. In particular, second order statistics based methods are highly regarded due to their low computation load and efficiency to separate temporally coherent (colored) sources.…”
Section: Introductionmentioning
confidence: 99%
“…However, in many applications the measurements are affected by impulsive noise or outliers, e.g., [21][22][23], in which context standard methods fail to achieve the BSS. To deal with impulsive noise, some authors have proposed robust batch BSS algorithms, e.g., [7,[14][15][16][17][18].…”
Section: Introductionmentioning
confidence: 99%