Blind source recovery: a framework in the state space

  • Authors:
  • Khurram Waheed;Fathi M. Salem

  • Affiliations:
  • Department of Electrical and Computer Engineering, San Diego State University, San Diego, CA;Department of Electrical and Computer Engineering, Michigan State University, East Lansing, MI

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2003

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Abstract

Blind Source Recovery (BSR) denotes recovery of originalsources/signals from environments that may include convolution,temporal variation, and even nonlinearity. It also infers therecovery of sources even in the absence of precise environmentidentifiability. This paper describes, in a comprehensive fashion,a generalized BSR formulation achieved by the application ofstochastic optimization principles to the Kullback-Lieblerdivergence as a performance functional subject to the constraintsof the general (i.e., nonlinear and time-varying) state spacerepresentation. This technique is used to derive update laws fornonlinear time-varying dynamical systems, which are subsequentlyspecialized to time-invariant and linear systems. Further, thestate space demixing network structures have been exploited todevelop learning rules, capable of handling most filteringparadigms, which can be conveniently extended to nonlinear models.In the special cases, distinct linear state-space algorithms arepresented for the minimum phase and non-minimum phase mixingenvironment models. Conventional (FIR/IIR) filtering models aresubsequently derived from this general structure and are comparedwith material in the recent literature. Illustrative simulationexamples are presented to demonstrate the online adaptationcapabilities of the developed algorithms. Some of this reportedwork has also been implemented in dedicated hardware/softwareplatforms.