A computationally affordable implementation of an asymptotically optimal BSS algorithm for AR sources

Petr Tichavský*, Eran Doron, Arie Yeredor, Jan Nielsen

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

6 Scopus citations

Abstract

The second-order blind identification (SOBI) algorithm for separation of stationary sources was proved to be useful in many biomedical applications. This paper revisits the weights-adjusted variant of SOBI, known as WASOBI, which is asymptotically optimal (in separating Gaussian parametric processes), yet prohibitively computationally demanding for more than 2-3 sources. A computationally feasible implementation of the algorithm is proposed, which has a complexity not much higher than SOBI. Excluding the estimation of the correlation matrices, the post-processing complexity of SOBI is 0(d 4M), where d is the number of the signal components and M is the number of covariance matrices involved. The additional complexity of our proposed implementation of WASOBI is 0(d 6 + d 3M 3) operations. However, for WASOBI, the number M of the matrices can be significantly lower than that of SOBI without compromising performance. WASOBI is shown to significantly outperform SOBI in simulation, and can be applied, e.g., in the processing of low density EEG signals.

Original languageEnglish
JournalEuropean Signal Processing Conference
StatePublished - 2006
Event14th European Signal Processing Conference, EUSIPCO 2006 - Florence, Italy
Duration: 4 Sep 20068 Sep 2006

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