Blind Separation of Instantaneous Mixtures of Sources Using Stochastic Calculus

Auteurs-es

  • Ahmed abutaleb

Mots-clés :

Ito Calculus, Blind Separation of Sources, Time-Series Analysis

Résumé

Stochastic calculus methods are used to estimate the Nonstationary components of a linear mixture. Each component in the mixture is assumed to follow a stochastic differential equation with some unknown parameters. The estimation of the stochastic process parameters and the estimation of the unknown amplitudes of the mixture matrix, through Girsanov theory, will generate a stochastic equation for each unknown process. Several examples are given, and a comparison to existing methods is provided. Keywords: Ito Calculus, Blind Separation of Sources, Time-Series Analysis

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Publié

2012-12-10

Numéro

Vol. 2 No. 3 (2012)

Rubrique

Research Articles

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