Independent Vector Analysis: Identification Conditions and Performance Bounds

DOI10.1109/TSP.2014.2333554MaRDI QIDQ4579405zbMATH OpenOpenAlexFDO

Authors

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.7474

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Recently, an extension of independent component analysis (ICA) from one to multiple datasets, termed independent vector analysis (IVA), has been the subject of significant research interest. IVA has also been shown to be a generalization of Hotelling's canonical correlation analysis. In this paper, we provide the identification conditions for a general IVA formulation, which accounts for linear, nonlinear, and sample-to-sample dependencies. The identification conditions are a generalization of previous results for ICA and for IVA when samples are independently and identically distributed. Furthermore, a principal aim of IVA is the identification of dependent sources between datasets. Thus, we provide the additional conditions for when the arbitrary ordering of the sources within each dataset is common. Performance bounds in terms of the Cramer-Rao lower bound are also provided for the demixing matrices and interference to source ratio. The performance of two IVA algorithms are compared to the theoretical bounds.

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Cited in

(1)

• Performance Bounds for Complex-Valued Independent Vector Analysis

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