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Pré-Publication, Document De Travail Année : 2014

Multidimensional Independent Component Analysis with Higher-order cumulant matrices for vector sources with possibly differing dimensions

Résumé

The paper addresses the separation of multidimensional sources, with possibly different dimensions, by means of higher-order cumulant matrices. First, it is rigorously proved, in a general setting, that contracted cumulant matrices of any order are all block-diagonalizable in the same basis. Second, a family of joint block-diagonalization algorithms is proposed that separate multidimensional sources by combining contracted cumulant matrices of arbitrary orders. Third, a specific solution is given to determine the source dimensions when they are unknown but all different. The performances of the proposed algorithms are compared between them and with algorithms of the literature based on orders 3 and 6.
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Dates et versions

hal-01006087 , version 1 (13-06-2014)

Identifiants

  • HAL Id : hal-01006087 , version 1

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Hanany Ould-Baba, Jérôme Antoni, Vincent Robin. Multidimensional Independent Component Analysis with Higher-order cumulant matrices for vector sources with possibly differing dimensions. 2014. ⟨hal-01006087v1⟩
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