Markovian source separation

  • Authors:
  • S. Hosseini;C. Jutten;Dinh Pham

  • Affiliations:
  • LIS-INPG, Grenoble, France;-;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2003

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Abstract

A maximum likelihood (ML) approach is used to separate the instantaneous mixtures of temporally correlated, independent sources with neither preliminary transformation nor a priori assumption about the probability distribution of the sources. A Markov model is used to represent the joint probability density of successive samples of each source. The joint probability density functions are estimated from the observations using a kernel method. For the special case of autoregressive models, the theoretical performance of the algorithm is computed and compared with the performance of second-order algorithms and i.i.d.-based separation algorithms.