Blind separation of noisy multivariate data using second-order statistics

A second-order method for blind source separation of noisy instantaneous linear mixtures is presented and analyzed for the case where the signal order k and noise covariance GG-H are unknown. Only a data set X of dimension n > k and of sample size m is observed, where X = AP + GW. The quality of separation depends on source-observation ratio k/n, the degree of spectral diversity, and the second-order non-stationarity of the underlying sources. The algorithm estimates the Second-Order separation transform A, the signal Order, and Noise, and is therefore referred to as SOON. SOON iteratively estimates: 1) k using a scree metric, and 2) the values of AP, G, and W using the Expectation-Maximization (EM) algorithm, where W is white noise and G is diagonal. The final step estimates A and the set of k underlying sources P using a variant of the joint diagonalization method, where P has k independent unit-variance elements. Tests using simulated Auto Regressive (AR) gaussian data show that SOON improves the quality of source separation in comparison to the standard second-order separation algorithms, i.e., Second-Order Blind Identification (SOBI) [3] and Second-Order Non-Stationary (SONS) blind identification [4]. The sensitivity in performance of SONS and SOON to several algorithmic parameters is also displayed in these experiments. To reduce sensitivities in the pre-whitening step of these algorithms, a heuristic is proposed by this thesis for whitening the data set; it is shown to improve separation performance. Additionally the application of blind source separation techniques to remote sensing data is discussed.

Department dc:contributor.department

Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2005

Author dc:creator

• Herring, Keith, 1981-

Advisor dc:contributor.advisor

• David H. Staelin.

• Electrical Engineering and Computer Science.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/30173

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/30173