PROCEEDINGS OF THE IEEE SIGNAL PROCESSING WORKSHOP ON HIGHER-ORDER STATISTICS
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1999年
关键词:
D O I:
10.1109/HOST.1999.778706
中图分类号:
TP301 [理论、方法];
学科分类号:
081202 ;
摘要:
In this paper,ve develop efficient algorithms to identify the mixing matrix itt the context of an Independent Component Analysis with 3 sources and 2 sensors. Our contribution is two-fold. First, by applying twice a theorem by Sylvester; it is shown that the mixture can be obtained analytically by solving a linear system involving cumulants of both orders 3 and 4. Secondly the fatter theorem is extended to the case of "polynomials" of complex variables in which each monomial counts the same number of complex conjugated unknowns; this leads to an algorithm allowing to identify the mixture by solving a linear system involving only 4th order cumulants.