Iterative blind source separation by decorrelation: Algorithm and performance analysis

This paper presents an iterative blind source separation method using second order statistics (SOS) and natural gradient technique. The SOS of observed data is shown to be sufficient for separating mutually uncorrelated sources provided that the considered temporal coherence vectors of the sources are pairwise linearly independent. By applying the natural gradient, an iterative algorithm is derived that has a number of attractive properties including its simplicity and `easy´ generalization to adaptive or convolutive schemes. Asymptotic performance analysis of the proposed method is performed. Several numerical simulations are presented to demonstrate the effectiveness of the proposed method and to validate the theoretical expression of the asymptotic performance index.