A Robust Whitening Procedure in Blind Source Separation Context
نویسندگان
چکیده
The main objective of this letter is to present an e cient algorithm for robust whitening in the presence of temporally uncorrelated additive noise that may be spatially correlated. This whitening is introduced as a pre-processing step in the blind source separation process. The robust whitening consists in the eigenvalue decomposition of a positive de nite linear combination of a set a correlation matrices taken at nonzero lags. The coe cients of the linear combination are computed by a nite step global convergence algorithm. Some numerical simulations are provided to illustrate the e ectiveness of the solution. Indexing terms: Blind separation of noisy signals, correlation matrices, robust whitening for noisy data.
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