Robust whitening procedure in blind source separation context
Robust whitening procedure in blind source separation context
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DOI：
10.1049/el:20001436
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发表时间：
2000-11-23
影响因子：
1.1
通讯作者：
Cichocki, A
中科院分区：
文献类型：
--
作者：
Belouchrani, A;Cichocki, A
提出了一种在时间上不相关的加性噪声可能是空间相关的情况下进行稳健白化的有效算法。这种白化被引入作为盲源分离过程中的一个预处理步骤。稳健白化在于对取自非零滞后的相关矩阵的正定线性组合的特征值分解。线性组合的系数由有限步全局收敛算法计算。最后给出了一些数值模拟，以说明该方法的有效性。
An efficient algorithm is presented for robust whitening in the presence of temporally uncorrelated additive noise that may be spatially correlated. This whitening is introduced as a preprocessing step in the blind source separation process. The robust whitening consists in the eigenvalue decomposition of a positive definite linear combination of a set a correlation matrices taken at nonzero lags. The coefficients of the linear combination are computed by a finite step global convergence algorithm. Some numerical simulations are provided to illustrate the effectiveness of the solution.