TY - GEN
T1 - ICA of correlated sources mismodeled as uncorrelated
T2 - 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, SSP '09
AU - Lahat, Dana
AU - Messer, Hagit
AU - Cardoso, Jean François
N1 - Copyright:
Copyright 2010 Elsevier B.V., All rights reserved.
PY - 2009
Y1 - 2009
N2 - In this contribution we present closed-form performance analysis for the problem of blind separation of correlated sources when the separation algorithm is ignorant of the source model, and assumes only scalar sources. Our data model is of one scalar source and one multidimensional source. We obtain a closed-form analytical expression for applying joint diago-nalization on correlated sources. The obtained expression is different from the optimal expression (in the minimal mean square error (MMSE) sense), obtained by joint block diago-nalization. Numerical evaluations quantify the loss of performance due to mismodeling.
AB - In this contribution we present closed-form performance analysis for the problem of blind separation of correlated sources when the separation algorithm is ignorant of the source model, and assumes only scalar sources. Our data model is of one scalar source and one multidimensional source. We obtain a closed-form analytical expression for applying joint diago-nalization on correlated sources. The obtained expression is different from the optimal expression (in the minimal mean square error (MMSE) sense), obtained by joint block diago-nalization. Numerical evaluations quantify the loss of performance due to mismodeling.
KW - Blind source separation
KW - Independent component analysis
KW - Joint diagonalization
KW - Mismodeling
UR - http://www.scopus.com/inward/record.url?scp=72349089982&partnerID=8YFLogxK
U2 - 10.1109/SSP.2009.5278531
DO - 10.1109/SSP.2009.5278531
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AN - SCOPUS:72349089982
SN - 9781424427109
T3 - IEEE Workshop on Statistical Signal Processing Proceedings
SP - 489
EP - 492
BT - 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, SSP '09
Y2 - 31 August 2009 through 3 September 2009
ER -