On the separation performance of the strong uncorrelating transformation when applied to generalized covariance and pseudo-covariance matrices

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Abstract

Traditionally, the strong uncorrelating transformation (SUT) is applied to the zero-lag sample autocovariance and pseudo- autocovariance matrices of the observed mixtures for separating complex-valued stationary sources. The performance of the SUT in that context has been recently analyzed. In this work we extend the analysis to the case where the SUT is applied to "generalized" covariance and pseudo-covariance matrices - which are prescribed by an arbitrary symmetric, positive definite matrix, termed an "association matrix". The analysis applies not only to stationary sources, but also to sources with arbitrary complex-valued temporal covariance and pseudo-covariance. As we show, the use of generalized covariance and pseudo-covariance matrices for the SUT entails a potential for significant improvement in the resulting separation performance, as we also demonstrate in simulation.

Original languageEnglish
Title of host publicationLatent Variable Analysis and Signal Separation - 10th International Conference, LVA/ICA 2012, Proceedings
Pages82-90
Number of pages9
DOIs
StatePublished - 2012
Event10th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2012 - Tel Aviv, Israel
Duration: 12 Mar 201215 Mar 2012

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume7191 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference10th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2012
Country/TerritoryIsrael
CityTel Aviv
Period12/03/1215/03/12

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