Title :
Dynamic components of linear stable mixtures from fractional low order moments
Author :
Fabricius, Thomas ; Kidmose, Preben ; Hansen, Lars Kai
Author_Institution :
Dept. for Math. Modelling, Tech. Univ. Denmark, Lyngby, Denmark
Abstract :
The second moment-based independent component analysis scheme of Molgedey and Schuster (1994) is generalized to fractional low-order moments, relevant for linear mixtures of heavy tail stable processes. The Molgedey-Schuster algorithm stands out by allowing explicitly construction of the independent components. Surprisingly, this turns out to be possible also for decorrelation based on fractional low-order moments
Keywords :
decorrelation; numerical stability; probability; signal processing; statistical analysis; Molgedey-Schuster algorithm; decorrelation; dynamic components; fractional low order moments; heavy tail stable processes; independent component analysis; linear stable mixtures; Blind source separation; Decorrelation; Image reconstruction; Independent component analysis; Mathematical model; Random variables; Signal processing; Signal processing algorithms; Source separation; Tail;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.940710
