个人信息Personal Information
教授
博士生导师
硕士生导师
主要任职:Director of Institute of Systems Engineering
其他任职:大连市数据科学与知识管理重点实验室主任
性别:男
毕业院校:大连理工大学
学位:博士
所在单位:系统工程研究所
学科:管理科学与工程. 系统工程
办公地点:经济管理学院D337室
联系方式:0411-84708007
电子邮箱:dlutguo@dlut.edu.cn
Blind source separation for noisy time series by combining non-Gaussianity and time-correlation
点击次数:
论文类型:会议论文
发表时间:2008-10-18
收录刊物:EI、CPCI-S、Scopus
卷号:3
页面范围:121-+
摘要:This paper addressed the separation of noisy time series (noisy signals with time structure). Based on the non-Gaussianity of innovations, we first present an objective function with negentropy forms about innovations of time series. Furthermore, this criterion is extended for the noisy time series separation through combing Gaussian moments into it. Maximizing this objective function, a simple blind source separation algorithm is presented. Validity and performance of the described approach are demonstrated by computer simulations.