Blind separation of sources consists of recovering a set of signals in which only instantaneous linear mixing are observed.This paper presents a novel blind separation method of nonstationary sources when noises are
α
-stable processes
the observed data are preprocessed using an empirical threshold value.To make full use of nonstationarity and temporal correlation of sources
we exploit sliding windows to form multiple time-delay correlation matrices of the weighted observed data
then use approximately joint diagonalization to estimate the mixing matrix and source signals.The method is limited to the case of characteristic exponent
α
tending to unity
and computer simulation is provided to illuminate the high performance of the proposed method.
Algorithm to Eliminate Permutation of Frequency Domain Blind Source Separation Based on Influence Factor
Blind Recovery of Mixing Matrix with Sparse Sources Based on Improved K-means Clustering and Hough Transform
Variable Step-Size Blind Source Separation Algorithm with an Auxiliary Separation System
Blind Separation of Ill-Condition Mixed Sources Based on Generalized Eigenvalue
Related Author
LI Zhong-qun
FAN Xiao-teng
FANG Ge-feng
YIN Bai-Qiang
HE Yi-gang
BO Xiang-lei
FU Ning
QIAO Li-yan
Related Institution
National Key Laboratory of Science & Technology on Electronic Test & Measurement The 41st Research Institute of China Electronics Technology Group Corporation Qingdao Shandong China
School of Electrical Engineering and Automation Hefei University of Technology Hefei Anhui China
College of Electrical and Information Engineering Hunan University Changsha Hunan China
National Key Laboratory of Science & Technology on Electronic Test & Measurement, The 41st Research Institute of China Electronics Technology Group Corporation
School of Electrical Engineering and Automation, Hefei University of Technology