Title :
Blind source separation-semiparametric statistical approach
Author :
Amari, Shun-Ichi ; Cardoso, Jean-François
Author_Institution :
RIKEN, Inst. of Phys. & Chem. Res., Saitama, Japan
fDate :
11/1/1997 12:00:00 AM
Abstract :
The semiparametric statistical model is used to formulate the problem of blind source separation. The method of estimating functions is applied to this problem. It is shown that an estimator of the mixing matrix or its learning version can be described in terms of an estimating function. The statistical efficiencies of these algorithms are studied. The main results are as follows. (1) The space consisting of all the estimating functions is derived. (2) The space is decomposed into the orthogonal sum of the admissible part and a redundant ancillary part. For any estimating function, one can find a better or equally good estimator in the admissible part. (3) The Fisher efficient (that is, asymptotically best) estimating functions are derived. (4) The stability of learning algorithms is studied
Keywords :
functional analysis; learning systems; matrix algebra; parameter estimation; signal processing; statistical analysis; Fisher efficient estimating function; admissible part; blind source separation; estimating function method; learning algorithms stability; learning version; mixing matrix; redundant ancillary part; semiparametric statistical model; statistical efficiencies; Asymptotic stability; Blind source separation; Convergence; Covariance matrix; Independent component analysis; Joining processes; Matrix decomposition; Probability distribution; Proposals; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on