Determining the signal dimension in second order source separation

MaRDI QIDQ4986365zbMATH OpenFDO

Authors Joni Virta, Klaus Nordhausen

Publication date 27 April 2021

Full work available at URL https://arxiv.org/abs/1808.10669

zbMATH Keywords

asymptotic testblind source separationchisquare distributionsecond-order blind identificationsecond-order stationaritywhite noise

Mathematics Subject Classification ID

White noise theory (60H40) Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12)

Recommendations

• A more efficient second order blind identification method for separation of uncorrelated stationary time series
• Second order nonstationary source separation
• Determination of the number of sources in blind source separation
• Blind source separation via the second characteristic function.
• A general framework for second-order blind separation of stationary colored sources

Cites work

• Combining eigenvalues and variation of eigenvectors for order determination
• Deflation-based separation of uncorrelated stationary time series
• Handbook of Financial Time Series
• Principal component analysis for second-order stationary vector time series
• Separation of uncorrelated stationary time series using autocovariance matrices
• Statistical properties of a blind source separation estimator for stationary time series
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Cited in

(3)

• Stationary subspace analysis based on second-order statistics
• Large-sample properties of non-stationary source separation for Gaussian signals
• A method for sparse and robust independent component analysis

Describes a project that uses

Uses Software

• R
• JADE
• BSSasymp
• tsBSS

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