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
Independent component analysis for time-dependent processes using AR source model
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论文类型:期刊论文
发表时间:2008-06-01
发表刊物:NEURAL PROCESSING LETTERS
收录刊物:SCIE、EI
卷号:27
期号:3
页面范围:227-236
ISSN号:1370-4621
关键字:independent component analysis; blind source separation; autoregressive model; likelihood function
摘要:Independent component analysis is a fundamental and important task in unsupervised learning, that was studied mainly in the domain of Hebbian learning. In this paper, the temporal dependencies are explained by assuming that each source is an autoregressive (AR) process and innovations are independently and identically distributed (i.i.d). First, the likelihood of the model is derived, which takes into account both spatial and temporal information of the sources. Next, batch and on-line blind source separation algorithms are developed by maximizing likelihood function, and their local stability analysis are introduced simultaneously. Finally, computer simulations show that the algorithms achieve better separation of the mixed signals and mixed nature images which are difficult to be separated by the basic independent component analysis algorithms.