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TSP
2010

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

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

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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

Arie Yeredor

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Artificial Intelligence | Covariance Structures | Scenario | Semi-blind Scenario | TSP 2010 |

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Added	22 May 2011
Updated	22 May 2011
Type	Journal
Year	2010
Where	TSP
Authors	Arie Yeredor

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