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Cramér-Rao Bounds for Complex-Valued Independent Component Extraction: Determined and Piecewise Determined Mixing Models

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24220%2F20%3A00007819" target="_blank" >RIV/46747885:24220/20:00007819 - isvavai.cz</a>

  • Alternative codes found

    RIV/67985556:_____/20:00532740 RIV/68407700:21340/20:00344851

  • Result on the web

    <a href="https://asap.ite.tul.cz/wp-content/uploads/sites/3/2020/09/LARGE_The_Lower_Bound_for_Separation_Accuracy_of_Independent_Vector_Extraction.pdf" target="_blank" >https://asap.ite.tul.cz/wp-content/uploads/sites/3/2020/09/LARGE_The_Lower_Bound_for_Separation_Accuracy_of_Independent_Vector_Extraction.pdf</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1109/TSP.2020.3022827" target="_blank" >10.1109/TSP.2020.3022827</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Cramér-Rao Bounds for Complex-Valued Independent Component Extraction: Determined and Piecewise Determined Mixing Models

  • Original language description

    Blind source extraction (BSE) aims at recovering an unknown source signal of interest from the observation of instantaneous linear mixtures of the sources. This paper presents Cramer-Rao lower bounds (CRLB) for the complex-valued BSE problem based on the assumption that the target signal is independent of the other signals. The target source is assumed to be non-Gaussian or non-circular Gaussian while the other signals (background) are circular Gaussian or non-Gaussian. The results confirm some previous observations known for the real domain and yield new results for the complex domain. Also, the CRLB for independent component extraction (ICE) is shown to coincide with that for independent component analysis (ICA) when the non-Gaussianity of background is taken into account. Second,we extend the CRLB analysis to piecewise determined mixing models, where the observed signals are assumed to obey thedetermined mixing model within short blocks where the mixing matrices can be varying from block to block. This model has applications, for instance, when separating dynamic mixtures. Either the mixing vector or the separating vector corresponding to the target source is assumed to be constant across the blocks.The CRLBs for the parameters of these models bring new performance limits for the BSE problem.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10102 - Applied mathematics

Result continuities

  • Project

    <a href="/en/project/GA20-17720S" target="_blank" >GA20-17720S: Advanced Mixing Models for Blind Source Extraction</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2020

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    IEEE Transactions on Signal Processing

  • ISSN

    1053-587X

  • e-ISSN

  • Volume of the periodical

    68

  • Issue of the periodical within the volume

    2020

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    14

  • Pages from-to

    5230-5243

  • UT code for WoS article

    000576252300002

  • EID of the result in the Scopus database