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

Kód výsledku v 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>

Nalezeny alternativní kódy

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

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10102 - Applied mathematics

Projekt

<a href="/cs/project/GA20-17720S" target="_blank" >GA20-17720S: Pokročilé modely směsí pro slepou extrakci signálů</a><br>

Návaznosti

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

Rok uplatnění

2020

Kód důvěrnosti údajů

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

Název periodika

IEEE Transactions on Signal Processing

ISSN

1053-587X

e-ISSN

—

Svazek periodika

68

Číslo periodika v rámci svazku

2020

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

14

Strana od-do

5230-5243

Kód UT WoS článku

000576252300002

EID výsledku v databázi Scopus

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