Statistical analysis of a signal separation method based on second order statistics

T. Gustafsson, U. Lindgren, H. Sahlin
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引用次数: 6

Abstract

This paper explores an existing method for signal separation, which is based on second order statistics. Here, statistical analysis of a generalized version of the original algorithm is given. The generalized method includes a weighting matrix, and a result of the statistical analysis is that the best possible weighting is found. The problem of initialization of the involved non-linear optimization is also discussed.
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基于二阶统计量的信号分离方法的统计分析
本文探讨了一种现有的基于二阶统计量的信号分离方法。这里,给出了原始算法的一个广义版本的统计分析。该方法包括一个加权矩阵,并通过统计分析得出了最优的可能加权。讨论了所涉及的非线性优化的初始化问题。
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