Complex independent process analysis

Szabó, Zoltán and Lőrincz, András: Complex independent process analysis. In: Acta cybernetica, (19) 1. pp. 177-190. (2009)

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We present a general framework for the search of hidden independent processes in the complex domain. The task is to estimate the hidden independent multidimensional complex-valued components observing only the mixture of the processes driven by them. In our model (i) the hidden independent processes can be multidimensional, they may be subject to (ii) moving averaging, or may evolve in an autoregressive manner, or (iii) they can be non-stationary. These assumptions are covered by integrated autoregressive moving average processes and thus our task is to solve their complex extensions. We show how to reduce the undercomplete version of complex integrated autoregressive moving average processes to real independent subspace analysis that we can solve. Simulations illustrate the working of the algorithm.

Item Type: Article
Heading title: Regular papers
Journal or Publication Title: Acta cybernetica
Date: 2009
Volume: 19
Number: 1
ISSN: 0324-721X
Page Range: pp. 177-190
Language: angol
Uncontrolled Keywords: Természettudomány, Informatika
Additional Information: Abstract
Date Deposited: 2016. Oct. 15. 12:25
Last Modified: 2018. Jun. 06. 10:02

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