A review of second-order blind identification methods

DOI10.1002/WICS.1550MaRDI QIDQ6602360zbMATH OpenFDO

Authors Yan Pan, Markus Matilainen, Sara Taskinen, Klaus Nordhausen

Publication date 11 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/WICS.1550

zbMATH Keywords

blind source separationdimension reductionjoint diagonalizationmultivariate time series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(2)

• Large-sample properties of non-stationary source separation for Gaussian signals
• Estimating the signal dimension in multivariate time series using augmented second order source separation methods

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