Title :
Non-stationary independent component analysis
Author :
Everson, Richard ; Roberts, Stephen J.
Author_Institution :
Dept. of Electr. & Electron. Eng., Imperial Coll., London, UK
Abstract :
Blind source separation with non-stationary mixing, but stationary sources is considered. The linear mixing of the independent sources is modelled as evolving according to a first order Markov process, and a method for tracking the mixing and simultaneously inferring the sources is presented. Observational noise is included in the model. The technique is illustrated with numerical examples
Keywords :
signal detection; Markov process; blind source separation; independent component analysis; probability; smoothing method; stationary sources; tracking;
Conference_Titel :
Artificial Neural Networks, 1999. ICANN 99. Ninth International Conference on (Conf. Publ. No. 470)
Conference_Location :
Edinburgh
Print_ISBN :
0-85296-721-7
DOI :
10.1049/cp:19991159
