Blind detection of independent dynamic components

  • Authors:
  • L. K. Hansen;J. Larsen;T. Kolenda

  • Affiliations:
  • Dept. for Math. Modelling, Tech. Univ. of Denmark, Lyngby, Denmark;-;-

  • Venue:
  • ICASSP '01 Proceedings of the Acoustics, Speech, and Signal Processing, 2001. on IEEE International Conference - Volume 05
  • Year:
  • 2001

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Abstract

In certain applications of independent component analysis (ICA) it is of interest to test hypotheses concerning the number of components or simply to test whether a given number of components is significant relative to a "white noise" null hypothesis. We estimate probabilities of such competing hypotheses for ICA based on dynamic decorrelation. The probabilities are evaluated in the so-called Bayesian information criterion approximation, however, they are able to detect the content of dynamic components as efficiently as an unbiased test set estimator.