Title :
Statistical analysis of a signal separation method based on second-order statistics
Author :
Gustafsson, Tony ; Lindgren, Ulf ; Sahlin, Henrik
Author_Institution :
Dept. of Signals & Syst., Chalmers Univ. of Technol., Goteborg, Sweden
fDate :
2/1/2001 12:00:00 AM
Abstract :
This correspondence explores a method for separation of dynamically mixed sources, which is based on second-order statistics. Here, a statistical analysis is given of a generalized version of the original algorithm. The generalized method includes a weighting matrix, and a result of the statistical analysis is that the best possible weighting is found. In cases where the sources have similar color, the weighted algorithm significantly improves the estimates of the mixing parameters. The problem of model validation is discussed as well
Keywords :
Gaussian distribution; parameter estimation; signal processing; statistical analysis; Gaussian distribution; dynamically mixed sources; generalized method; mixing parameters estimation; model validation; second-order statistics; signal separation method; statistical analysis; weighting matrix; Filtering theory; Information filtering; Information filters; Noise robustness; Nonlinear filters; Signal processing; Signal processing algorithms; Source separation; Statistical analysis; Statistical distributions;
Journal_Title :
Signal Processing, IEEE Transactions on
