Non-stationary independent component analysis

被引:0
|
作者
Everson, R [1 ]
Roberts, SJ [1 ]
机构
[1] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London SW7 2BT, England
关键词
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Blind source separation with non-stationary mixing, but stationary sources is considered. The linear mixing of the independent sources is modelled as evolving according to a first order Markov process, and a method for tracking the mixing and simultaneously inferring the sources is presented. Observational noise is included in the model. The technique is illustrated with numerical examples.
引用
收藏
页码:503 / 508
页数:6
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