Asymptotic performance of second order blind separation

The article deals with the problem of blind separation of an instantaneous linear mixture of mutually uncorrelated sources. A solution based on the joint diagonalisation of a set of whitened correlation matrices has been proposed, along with an efficient algorithm to solve it. A second order source separation technique exploiting the time coherence of the source signals is considered. 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