Signal Processing

Download Blind Identification and Separation of Complex-valued by Eric Moreau PDF

By Eric Moreau

Blind identity contains estimating a multi-dimensional method in simple terms by using its output, and resource separation, the blind estimation of the inverse of the procedure. Estimation is usually performed utilizing varied facts of the output.
The authors of this publication reflect on the blind identity and resource separation challenge within the complex-domain, the place the to be had statistical homes are richer and contain non-circularity of the assets – underlying parts. They outline identifiability stipulations and current cutting-edge algorithms which are in keeping with algebraic tools in addition to iterative algorithms in accordance with greatest probability theory.

Contents

1. Mathematical Preliminaries.
2. Estimation through Joint Diagonalization.
3. greatest probability ICA.

About the Authors

Eric Moreau is Professor of electric Engineering on the college of Toulon, France. His examine pursuits main issue statistical sign processing, excessive order facts and matrix/tensor decompositions with functions to info research, telecommunications and radar.
Tülay Adali is Professor of electric Engineering and Director of the computing device studying for sign Processing Laboratory on the collage of Maryland, Baltimore County, united states. Her study pursuits hindrance statistical and adaptive sign processing, with an emphasis on nonlinear and complex-valued sign processing, and functions in biomedical info research and communications.

Blind identity comprises estimating a multidimensional procedure by utilizing in simple terms its output. resource separation is worried with the blind estimation of the inverse of the approach. The estimation is usually played through the use of diverse facts of the outputs.
The authors consider the blind estimation of a a number of input/multiple output (MIMO) process that combines a couple of underlying indications of curiosity referred to as sources. They additionally think about the case of direct estimation of the inverse approach for the aim of resource separation. They then describe the estimation conception linked to the identifiability stipulations and devoted algebraic algorithms. The algorithms rely significantly on (statistical and/or time frequency) houses of advanced assets that would be accurately defined.

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Additional resources for Blind Identification and Separation of Complex-valued Signals

Sample text

51] ∂w −∗ where T H∗2 − H∗1 H−1 denotes [(·)∗ ]−1 . 49]. 49]. In [MOR 04], it was shown that the Newton algorithm for N complex variables cannot be written in a form similar to the real-valued case. 51] using the augmented form, which is equivalent to the Newton method in R2N . 49]. An equivalent form in C2N is given in [VON 94] by using the 2 × 2 real-to-complex mapping w = U1 wR for each entry of the vector w ∈ CN . 3. Matrix case Wirtinger calculus extends straightforwardly to functions f : CN → CM or f : CN×M → C.

1. , in iterative optimization of a selected cost function and in performance analysis, the first- and second-order expansions prove to be most useful. 42] Mathematical Preliminaries 19 is the Hessian matrix evaluated at z0 . As in the real-valued case, the Hessian matrix is symmetric and it is constant if the function is quadratic. For a cost function, on the other hand, f (z) : CN → R, which is non-analytic, we can use Wirtinger calculus to expand f (z) in two variables z and z∗ , which are treated as independent: Δf (z, z∗ ) ≈ ∇z f, Δz∗ + ∇z∗ f, Δz + + ∂f 2 Δz∗ , Δz∗ ∂z∂zH + 1 ∂f 2 Δz, Δz∗ 2 ∂z∂zT 1 ∂f 2 Δz∗ , Δz .

38] evaluate them by computing derivatives with respect to zr and zi separately, instead of directly considering the function in the form f (z, z ∗ ) and directly taking the derivative with respect to z or z ∗ . This leads to unnecessarily complicated derivations. When we consider the function in the form f (z, z ∗ ), the Cauchy–Riemann equations can simply be stated as ∂f /∂z ∗ = 0. In other words, an analytic function cannot depend on z ∗ . 38] coincide. Hence, Wirtinger calculus contains standard complex calculus as a special case.

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