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Communication Dans Un Congrès Année : 1989

Separation of sources using high-order cumulants

Pierre Comon

Résumé

The problem is to recover stochastic processes from an unknown stationary linear transform. Our contribution is two-fold. First we focus on instantaneous mixtures: observation e(t) is assumed to write as a regular linear transform of the sources, x(t), as e(t)=B_0x(t). The only assumption requested is that the sources x_i(t) are mutually independent, and no additional knowledge upon their statistics is necessary provided they are not normal. Extensions to convolutional mixing are then pointed out, namely cases where e(t)=A(t)*x(t) where A(t) has a rational transfer function. Sensitive improvements to the algorithm of Giannakis et al for MA identification are included. Multivariate ARMA identification can be split into three successive estimation problems: AR identification, monic MA identification, and estimation of B_0 in last position.
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hal-04098655 , version 1 (16-05-2023)

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Pierre Comon. Separation of sources using high-order cumulants. Advanced Algorithms and Architectures for Signal Processing IV, SPIE - The lnternational Society for Optical Engineering, Aug 1989, San Diego, United States. pp.170-181, ⟨10.1117/12.962275⟩. ⟨hal-04098655⟩
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