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
Gaussian moments for noisy unifying model
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论文类型:期刊论文
发表时间:2008-10-01
发表刊物:NEUROCOMPUTING
收录刊物:SCIE、EI、Scopus
卷号:71
期号:16-18,SI
页面范围:3656-3659
ISSN号:0925-2312
关键字:Independent component analysis; Blind source separation; Gaussian moments; Nonstationary variance; Autocorrelations
摘要:A unifying model that combines three properties is proposed by Hyvarinen, and a gradient ascent algorithm for independent component analysis (ICA) is performed by maximum likelihood estimation. In this paper, we consider the estimation of the data model of ICA when Gaussian noise is present and the independent components are time dependent. Firstly, according to the useful property of Gaussian moments, we introduce Gaussian moments algorithm to estimation of the noisy unifying model when the noise covariance matrix is known. Next, when the noise covariance is unknown, a new Gaussian moments algorithm is developed. Finally, the validity and performance of our algorithms are demonstrated by computer simulations. Crown Copyright (C) 2008 Published by Elsevier B.V. All rights reserved.