{"title":"Dual auto-regressive modelling approach to Gaussian process identification","authors":"Yiu-ming Cheung","doi":"10.1109/ICME.2001.1237906","DOIUrl":null,"url":null,"abstract":"By modelling sources as a multivariate auto-regressive (AR) process, we have recently presented a dual AR modelling approach to identify temporal sources in independent component analysis (ICA) (Cheung et al. 2000, Cheung and Xu 1999 & 2001). However, our proposed existing algorithms for this approach are only suitable for the case that the residual term of the AR source process is non-Gaussian white noise. In this paper, we further study the Gaussian case, whereby a maximum-likelihood based algorithm is presented and experimentally demonstrated.","PeriodicalId":405589,"journal":{"name":"IEEE International Conference on Multimedia and Expo, 2001. ICME 2001.","volume":"216 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE International Conference on Multimedia and Expo, 2001. ICME 2001.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICME.2001.1237906","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
Abstract
By modelling sources as a multivariate auto-regressive (AR) process, we have recently presented a dual AR modelling approach to identify temporal sources in independent component analysis (ICA) (Cheung et al. 2000, Cheung and Xu 1999 & 2001). However, our proposed existing algorithms for this approach are only suitable for the case that the residual term of the AR source process is non-Gaussian white noise. In this paper, we further study the Gaussian case, whereby a maximum-likelihood based algorithm is presented and experimentally demonstrated.
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