Blind source separation-semiparametric statistical approach

نویسندگان

  • Shun-ichi Amari
  • Jean-François Cardoso
چکیده

The semiparametric statistical model is used to formulate the problem of blind source separation. The method of estimating functions is applied to this problem. It is shown that estimation of the mixing matrix or its learning rule version is given by an estimating function. The statistical e ciencies of these algorithms are studied. The main results are as follows 1) The space of all the estimating functions is derived. 2)The space is decomposed into the orthogonal sum of e ective and redundant ancillary parts. 3) The Fisher e cient (that is, asymptotically best) estimating functions are derived. 4) The stability of learning algorithms is studied. EDICS number: SP 6.1.7 Corresponding Author: Shun-ichi Amari, RIKEN FRP, Wako-shi, Hirosawa 2-1, Saitama 351-01, JAPAN fax: +81-48-462-9881 [email protected] Permission to publish this abstract separately is granted.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

New algorithms for blind separation when sources have spatial variance dependencies

Blind separation problem is discussed, when sources are not independent, but have spatial variance dependencies. Hyvärinen and Hurri (2003) proposed an algorithm which requires no assumption on distributions of sources and no parametric model of dependencies between components. In order to obtain semiparametric algorithms which give a consistent estimator regardless of the source densities and ...

متن کامل

Efficient independent component analysis

Independent component analysis (ICA) has been widely used for blind source separation in many fields, such as brain imaging analysis, signal processing and telecommunication. Many statistical techniques based on Mestimates have been proposed for estimating the mixing matrix. Recently, several nonparametric methods have been developed, but in-depth analysis of asymptotic efficiency has not been ...

متن کامل

Semiparametric Approach to Blind Separation of Dynamic Systems

| In this paper we present a semipara-metric approach to blind separation of nonlinear dy-namical systems with linear output equations. First we formulate blind deconvolution in a framework of semiparametric model and derive a family of estimating functions for the blind separation problem by using a nonholonomic reparametrization. The natural gradient learning algorithm is derived in the semip...

متن کامل

Semiparametric Approach to Blind Separation of Dynamic Systems

In this paper we present a semipara metric approach to blind separation of nonlinear dy namical systems with linear output equations First we formulate blind deconvolution in a framework of semiparametric model and derive a family of estimat ing functions for the blind separation problem by using a nonholonomic reparametrization The natural gradi ent learning algorithm is derived in the semipar...

متن کامل

Estimating Functions for Blind Separation when Sources Have Variance-Dependencies

A blind separation problem where the sources are not independent, but have variance dependencies is discussed. For this scenario Hyvärinen and Hurri (2004) proposed an algorithm which requires no assumption on distributions of sources and no parametric model of dependencies between components. In this paper, we extend the semiparametric approach of Amari and Cardoso (1997) to variance dependenc...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • IEEE Trans. Signal Processing

دوره 45  شماره 

صفحات  -

تاریخ انتشار 1997