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An Affine Equivariant Robust Second-Order BSS Method




TekijätIlmonen P, Nordhausen K, Oja H, Theis FJ

ToimittajaVincent E, Yeredor A, Koldovsky Z, Tichavsky P

Konferenssin vakiintunut nimiInternational Conference on Latent Variable Analysis and Signal Separation

KustannuspaikkaBerlin

Julkaisuvuosi2015

JournalLecture Notes in Computer Science

Kokoomateoksen nimiLatent Variable Analysis and Signal Separation

Tietokannassa oleva lehden nimiLATENT VARIABLE ANALYSIS AND SIGNAL SEPARATION, LVA/ICA 2015

Sarjan nimiLecture Notes in Computer Science

Numero sarjassa9237

Vuosikerta9237

Aloitussivu328

Lopetussivu335

Sivujen määrä8

ISBN978-3-319-22481-7

ISSN0302-9743

DOIhttps://doi.org/10.1007/978-3-319-22482-4_38


Tiivistelmä

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.




Last updated on 2024-26-11 at 14:12