Abstract | ||
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We first present a new (differential) entropy estimator for complex random variables by approximating the entropy estimate using a numerically computed maximum entropy bound. The associated maximum entropy distributions belong to the class of weighted linear combinations and elliptical distributions, and together, they provide a rich array of bivariate distributions for density matching. Next, we introduce a new complex independent component analysis (ICA) algorithm, complex ICA by entropy-bound minimization (complex ICA-EBM), using this new entropy estimator and a line search optimization procedure. We present simulation results to demonstrate the superior separation performance and computational efficiency of complex ICA-EBM in separation of complex sources that come from a wide range of bivariate distributions. |
Year | DOI | Venue |
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2010 | 10.1109/TCSI.2010.2046207 | IEEE Trans. on Circuits and Systems |
Keywords | Field | DocType |
maximum entropy distributions,elliptical distributions,neural networks,complex random variables,differential entropy,complex independent component analysis,independent component analysis (ica),entropy estimator,entropy-bound minimization,computational efficiency,bivariate distributions,line search optimization procedure,new complex independent component,estimation theory,independent component analysis,entropy bound minimization,complex source,weighted linear combinations,associated maximum entropy distribution,maximum entropy bound,maximum entropy methods,complex ica,complex ica-ebm,density matching,entropy estimate,differential entropy estimator,minimisation,ica algorithm,maximum entropy,complex random variable,complex optimization,principle of maximum entropy,bivariate distribution,neural network,entropy,entropy estimation,random variable,computational modeling,line search,elliptical distribution,random variables,signal processing | Entropy estimation,Applied mathematics,Mathematical optimization,Entropy rate,Control theory,Joint quantum entropy,Rényi entropy,Differential entropy,Joint entropy,Principle of maximum entropy,Mathematics,Maximum entropy probability distribution | Journal |
Volume | Issue | ISSN |
57 | 7 | 1549-8328 |
Citations | PageRank | References |
55 | 2.16 | 27 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
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Xi-Lin Li | 1 | 547 | 34.85 |
Tülay Adali | 2 | 1690 | 126.40 |