Title
Complex-valued independent vector analysis: Application to multivariate Gaussian model
Abstract
We consider the problem of joint blind source separation of multiple datasets and introduce a solution to the problem for complex-valued sources. We pose the problem in an independent vector analysis (IVA) framework and provide a new general IVA implementation using Wirtinger calculus and a decoupled nonunitary optimization algorithm to facilitate Newton-based optimization. Utilizing the noncircular multivariate Gaussian distribution as a source prior enables the full utilization of the complete second-order statistics available in the covariance and pseudo-covariance matrices. The algorithm provides a principled approach for achieving multiset canonical correlation analysis.
Year
DOI
Venue
2012
10.1016/j.sigpro.2011.09.034
Signal Processing
Keywords
Field
DocType
complex-valued independent vector analysis,new general iva implementation,multiset canonical correlation analysis,independent vector analysis,newton-based optimization,full utilization,gaussian model,wirtinger calculus,joint blind source separation,complete second-order statistic,complex-valued source,decoupled nonunitary optimization algorithm
Mathematical optimization,Canonical correlation,Multiset,Matrix (mathematics),Multivariate normal distribution,Optimization algorithm,Independent vector analysis,Blind signal separation,Mathematics,Covariance
Journal
Volume
Issue
ISSN
92
8
0165-1684
Citations 
PageRank 
References 
2
0.37
26
Authors
3
Name
Order
Citations
PageRank
Matthew Anderson126314.64
Xi-Lin Li254734.85
Tülay Adalı327614.54