A4 Vertaisarvioitu artikkeli konferenssijulkaisussa
An Affine Equivariant Robust Second-Order BSS Method
Tekijät: Ilmonen P, Nordhausen K, Oja H, Theis FJ
Toimittaja: Vincent E, Yeredor A, Koldovsky Z, Tichavsky P
Konferenssin vakiintunut nimi: International Conference on Latent Variable Analysis and Signal Separation
Kustannuspaikka: Berlin
Julkaisuvuosi: 2015
Journal: Lecture Notes in Computer Science
Kokoomateoksen nimi: Latent Variable Analysis and Signal Separation
Tietokannassa oleva lehden nimi: LATENT VARIABLE ANALYSIS AND SIGNAL SEPARATION, LVA/ICA 2015
Sarjan nimi: Lecture Notes in Computer Science
Numero sarjassa: 9237
Vuosikerta: 9237
Aloitussivu: 328
Lopetussivu: 335
Sivujen määrä: 8
ISBN: 978-3-319-22481-7
ISSN: 0302-9743
DOI: https://doi.org/10.1007/978-3-319-22482-4_38
The interest in robust methods for blind source separation has increased recently. In this paper we shortly review what has been suggested so far for robustifying ICA and second order blind source separation. Furthermore do we suggest a new algorithm, eSAM-SOBI, which is an affine equivariant improvement of (already robust) SAM-SOBI. In a simulation study we illustrate the benefits of using eSAM-SOBI when compared to SOBI and SAM-SOBI. For uncontaminated time series SOBI and eSAM-SOBI perform equally well. However, SOBI suffers a lot when the data is contaminated by outliers, whereas robust eSAM-SOBI does not. Due to the lack of affine equivariance of SAM-SOBI, eSAM-SOBI performs clearly better than it for both, contaminated and uncontaminated data.