Blind source separation for noisy time series by combining non-Gaussianity and time-correlation

  • Hongjuan Zhang*
  • , Chonghui Guo
  • , Zhenwei Shi
  • *Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper addressed the separation of noisy time series (noisy signals with time structure). Based on the non-Gaussianity of innovations, we first present an objective function with negentropy forms about innovations of time series. Furthermore, this criterion is extended for the noisy time series separation through combing Gaussian moments into it. Maximizing this objective function, a simple blind source separation algorithm is presented. Validity and performance of the described approach are demonstrated by computer simulations.

Original languageEnglish
Title of host publicationProceedings - 4th International Conference on Natural Computation, ICNC 2008
Pages121-125
Number of pages5
DOIs
StatePublished - 2008
Event4th International Conference on Natural Computation, ICNC 2008 - Jinan, China
Duration: 18 Oct 200820 Oct 2008

Publication series

NameProceedings - 4th International Conference on Natural Computation, ICNC 2008
Volume3

Conference

Conference4th International Conference on Natural Computation, ICNC 2008
Country/TerritoryChina
CityJinan
Period18/10/0820/10/08

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