Abstract | ||
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We consider a second order source separation model where a set of latent signals is internally mixed with several channels of noise and the goal is to estimate the number of signals. For the purpose we extend the ladle estimator which has been so far considered only for iid methods such as PCA, CCA or FOBI. Using time series bootstrapping methods ladle estimators based on AMUSE and SOBI are presented and a simulation study demonstrates that especially SOBI works well if the time series are sufficiently long. |
Year | DOI | Venue |
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2018 | 10.1109/SSP.2018.8450695 | 2018 IEEE Statistical Signal Processing Workshop (SSP) |
Keywords | Field | DocType |
AMUSE,SOBI,bootstrap,order determination | Computer science,Bootstrapping,Algorithm,Communication channel,Ladle,Source separation,Bootstrapping (electronics),Estimator | Conference |
ISBN | Citations | PageRank |
978-1-5386-1572-0 | 1 | 0.38 |
References | Authors | |
0 | 2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Klaus Nordhausen | 1 | 90 | 14.33 |
Joni Virta | 2 | 1 | 0.38 |