Blind separation of Gaussian sources with general covariance structures: bounds and optimal estimation

Abstract--We consider the separation of Gaussian sources exhibiting general, arbitrary (not necessarily stationary) covariance structures. First, assuming a semi-blind scenario, in which the sources' covariance structures are known, we derive the maximum likelihood estimate of the separation matrix, as well as the induced Cram

• Type: Journal
• Year: 2010
• Where: TSP
• Authors: Arie Yeredor
• Keywords: Artificial Intelligence, Covariance Structures, Scenario, Semi-blind Scenario, TSP 2010