| bibtype |
J -
Journal Article
|
| ARLID |
0083440 |
| utime |
20240103184236.4 |
| mtime |
20070618235959.9 |
| title
(primary) (eng) |
Cramer-Rao-Induced Bound for Blind Separation of Stationary Parametric Gaussian Sources |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0253212 |
| ISSN |
1070-9908 |
| title
|
IEEE Signal Processing Letters |
| volume_id |
14 |
| volume |
6 (2007) |
| page_num |
417-420 |
| publisher |
| name |
Institute of Electrical and Electronics Engineers |
|
|
| title
(cze) |
Rao-Cramerova hranice pro slepou separaci stacionarních parametrických Gaussovských zdrojů |
| keyword |
blind source separation |
| keyword |
independent component analysis |
| keyword |
autoregressive |
| keyword |
ARMA |
| keyword |
moving average stationary Gaussain random processes |
| author
(primary) |
| ARLID |
cav_un_auth*0213972 |
| name1 |
Doron |
| name2 |
E. |
| country |
IL |
|
| author
|
| ARLID |
cav_un_auth*0213973 |
| name1 |
Yeredor |
| name2 |
A. |
| country |
IL |
|
| author
|
| ARLID |
cav_un_auth*0101212 |
| name1 |
Tichavský |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| country |
CZ |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| abstract
(cze) |
Kvalita algoritmu pro slepou separaci je měřena pomocí výstupního poměru interference vůči šumu (ISR). V tomto článku je odvozena asymptotická mez pro ISR pro Gaussovské parametrické (AR, ARMA, MA) stacionarní procesy. V simulacích je ukázáno, že existují asymptoticky eficientní algoritmy, které této hranice dosahují. |
| reportyear |
2008 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0146683 |
| mrcbT16-f |
1.226 |
| mrcbT16-g |
0.123 |
| mrcbT16-h |
5.2 |
| mrcbT16-i |
0.01262 |
| mrcbT16-j |
0.645 |
| mrcbT16-k |
1794 |
| mrcbT16-l |
252 |
| mrcbT16-q |
74 |
| mrcbT16-s |
1.433 |
| mrcbT16-y |
11.03 |
| mrcbT16-x |
2.32 |
| arlyear |
2007 |
| mrcbU63 |
cav_un_epca*0253212 IEEE Signal Processing Letters 1070-9908 1558-2361 Roč. 14 č. 6 2007 417 420 Institute of Electrical and Electronics Engineers |
|