Jornal article

Doron E., Yeredor A., Tichavský P.

IEEE Signal Processing Letters

2007

6

417-420

1070-9908

Ing. Petr Tichavský, CSc. (ÚTIA - Oddělení stochastické informatiky)

blind source separation, independent component analysis, aut

The performance of blind source separation algorithms is commonly measured by the output interference to signal ratio (ISR). In this paper we derive an asymptotic bound on the attainable ISR for the case of Gaussian parametric (auto-regressive (AR), moving-average (MA) or ARMA) processes. Our bound is induced by the Cramer-Rao bound on estimation of the mixing matrix. We point out the relation to some previously obtained results, and provide a concise expression with some associated important insights. Using simulation, we demonstrate that the bound is attained asymptotically by some asymptotically efficient algorithms.