7 research outputs found
Cram\'er-Rao Bounds for Complex-Valued Independent Component Extraction: Determined and Piecewise Determined Mixing Models
This paper presents Cram\'er-Rao Lower Bound (CRLB) for the complex-valued
Blind Source Extraction (BSE) problem based on the assumption that the target
signal is independent of the other signals. Two instantaneous mixing models are
considered. First, we consider the standard determined mixing model used in
Independent Component Analysis (ICA) where the mixing matrix is square and
non-singular and the number of the latent sources is the same as that of the
observed signals. The CRLB for Independent Component Extraction (ICE) where the
mixing matrix is re-parameterized in order to extract only one independent
target source is computed. The target source is assumed to be non-Gaussian or
non-circular Gaussian while the other signals (background) are circular
Gaussian or non-Gaussian. The results confirm some previous observations known
for the real domain and bring new results for the complex domain. Also, the
CRLB for ICE is shown to coincide with that for ICA when the non-Gaussianity of
background is taken into account. %unless the assumed sources' distributions
are misspecified. Second, we extend the CRLB analysis to piecewise determined
mixing models. Here, the observed signals are assumed to obey the determined
mixing model within short blocks where the mixing matrices can be varying from
block to block. However, either the mixing vector or the separating vector
corresponding to the target source is assumed to be constant across the blocks.
The CRLBs for the parameters of these models bring new performance bounds for
the BSE problem.Comment: 25 pages, 8 figure