Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/918871
- On ICA of improper and noncircular sources
Schreier, Peter J.;
Scharf, Louis L.
- The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
- We provide a review of independent component analysis (ICA) for complex-valued improper and noncircular random sources. An improper random signal is correlated with its complex conjugate, and a noncircular random signal has a rotationally variant probability distribution. We present methods for ICA using second-order statistics, and higher-order statistics. For ICA based on second-order statistics, we emphasize the key role played by the circularity coefficients, which are the canonical correlations between the source and the complex conjugate. For ICA based on higher-order statistics, we show how to extend algorithms for real-valued ICA to the complex domain using Wirtinger calculus.
- 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing. 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing: Proceedings (Taipei, Taiwan 19-24 April, 2009) p. 3561-3564
- Publisher Link
- Institute of Electrical and Electronics Engineers (IEEE)
independent component analysis;
- Resource Type
- conference paper