Robust Independent Component Analysis via Time-Delayed Cumulant Functions

Pando GEORGIEV; Andrzej CICHOCKI

Robust Independent Component Analysis via Time-Delayed Cumulant Functions

Pando GEORGIEV, Andrzej CICHOCKI

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In this paper we consider blind source separation (BSS) problem of signals which are spatially uncorrelated of order four, but temporally correlated of order four (for instance speech or biomedical signals). For such type of signals we propose a new sufficient condition for separation using fourth order statistics, stating that the separation is possible, if the source signals have distinct normalized cumulant functions (depending on time delay). Using this condition we show that the BSS problem can be converted to a symmetric eigenvalue problem of a generalized cumulant matrix Z⁽⁴⁾(b) depending on L-dimensional parameter b, if this matrix has distinct eigenvalues. We prove that the set of parameters b which produce Z⁽⁴⁾(b) with distinct eigenvalues form an open subset of R^L, whose complement has a measure zero. We propose a new separating algorithm which uses Jacobi's method for joint diagonalization of cumulant matrices depending on time delay. We empasize the following two features of this algorithm: 1) The optimal number of matrices for joint diago- nalization is 100-150 (established experimentally), which for large dimensional problems is much smaller than those of JADE; 2) It works well even if the signals from the above class are, additionally, white (of order two) with zero kurtosis (as shown by an example).

Publication: IEICE TRANSACTIONS on Fundamentals Vol.E86-A No.3 pp.573-579

Publication Date: 2003/03/01

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Type of Manuscript: Special Section PAPER (Special Section on Blind Signal Processing: Independent Component Analysis and Signal Separation)

Category: Constant Systems

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Pando GEORGIEV, Andrzej CICHOCKI, "Robust Independent Component Analysis via Time-Delayed Cumulant Functions" in IEICE TRANSACTIONS on Fundamentals, vol. E86-A, no. 3, pp. 573-579, March 2003, doi: .
Abstract: In this paper we consider blind source separation (BSS) problem of signals which are spatially uncorrelated of order four, but temporally correlated of order four (for instance speech or biomedical signals). For such type of signals we propose a new sufficient condition for separation using fourth order statistics, stating that the separation is possible, if the source signals have distinct normalized cumulant functions (depending on time delay). Using this condition we show that the BSS problem can be converted to a symmetric eigenvalue problem of a generalized cumulant matrix Z⁽⁴⁾(b) depending on L-dimensional parameter b, if this matrix has distinct eigenvalues. We prove that the set of parameters b which produce Z⁽⁴⁾(b) with distinct eigenvalues form an open subset of R^L, whose complement has a measure zero. We propose a new separating algorithm which uses Jacobi's method for joint diagonalization of cumulant matrices depending on time delay. We empasize the following two features of this algorithm: 1) The optimal number of matrices for joint diago- nalization is 100-150 (established experimentally), which for large dimensional problems is much smaller than those of JADE; 2) It works well even if the signals from the above class are, additionally, white (of order two) with zero kurtosis (as shown by an example).
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e86-a_3_573/_p

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@ARTICLE{e86-a_3_573,
author={Pando GEORGIEV, Andrzej CICHOCKI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Robust Independent Component Analysis via Time-Delayed Cumulant Functions},
year={2003},
volume={E86-A},
number={3},
pages={573-579},
abstract={In this paper we consider blind source separation (BSS) problem of signals which are spatially uncorrelated of order four, but temporally correlated of order four (for instance speech or biomedical signals). For such type of signals we propose a new sufficient condition for separation using fourth order statistics, stating that the separation is possible, if the source signals have distinct normalized cumulant functions (depending on time delay). Using this condition we show that the BSS problem can be converted to a symmetric eigenvalue problem of a generalized cumulant matrix Z⁽⁴⁾(b) depending on L-dimensional parameter b, if this matrix has distinct eigenvalues. We prove that the set of parameters b which produce Z⁽⁴⁾(b) with distinct eigenvalues form an open subset of R^L, whose complement has a measure zero. We propose a new separating algorithm which uses Jacobi's method for joint diagonalization of cumulant matrices depending on time delay. We empasize the following two features of this algorithm: 1) The optimal number of matrices for joint diago- nalization is 100-150 (established experimentally), which for large dimensional problems is much smaller than those of JADE; 2) It works well even if the signals from the above class are, additionally, white (of order two) with zero kurtosis (as shown by an example).},
keywords={},
doi={},
ISSN={},
month={March},}

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TY - JOUR
TI - Robust Independent Component Analysis via Time-Delayed Cumulant Functions
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 573
EP - 579
AU - Pando GEORGIEV
AU - Andrzej CICHOCKI
PY - 2003
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E86-A
IS - 3
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - March 2003
AB - In this paper we consider blind source separation (BSS) problem of signals which are spatially uncorrelated of order four, but temporally correlated of order four (for instance speech or biomedical signals). For such type of signals we propose a new sufficient condition for separation using fourth order statistics, stating that the separation is possible, if the source signals have distinct normalized cumulant functions (depending on time delay). Using this condition we show that the BSS problem can be converted to a symmetric eigenvalue problem of a generalized cumulant matrix Z⁽⁴⁾(b) depending on L-dimensional parameter b, if this matrix has distinct eigenvalues. We prove that the set of parameters b which produce Z⁽⁴⁾(b) with distinct eigenvalues form an open subset of R^L, whose complement has a measure zero. We propose a new separating algorithm which uses Jacobi's method for joint diagonalization of cumulant matrices depending on time delay. We empasize the following two features of this algorithm: 1) The optimal number of matrices for joint diago- nalization is 100-150 (established experimentally), which for large dimensional problems is much smaller than those of JADE; 2) It works well even if the signals from the above class are, additionally, white (of order two) with zero kurtosis (as shown by an example).
ER -