Estimation of sparse nonnegative sources from noisy overcomplete mixtures using MAP

Cesar F. Caiafa, Andrzej Cichocki

Research output: Contribution to journalLetterpeer-review

9 Citations (Scopus)

Abstract

In this letter, we propose a new algorithm for estimating sparse nonnegative sources from a set of noisy linear mixtures. In particular, we consider difficult situations with high noise levels and more sources than sensors (underdetermined case). We show that when sources are very sparse in time and overlapped at some locations, they can be recovered even with very low signal-to-noise ratio, and by using many fewer sensors than sources. A theoretical analysis based on Bayesian estimation tools is included showing strong connections with algorithms in related areas of research such as ICA, NMF, FOCUSS, and sparse representation of data with overcomplete dictionaries. Our algorithm uses a Bayesian approach by modeling sparse signals through mixed-state random variables. This new model for priors imposes ℓ0 norm-based sparsity. We start our analysis for the case of nonoverlapped sources (1-sparse), which allows us to simplify the search of the posterior maximum avoiding a combinatorial search. General algorithms for overlapped cases, such as 2-sparse and k-sparse sources, are derived by using the algorithm for 1-sparse signals recursively. Additionally, a combination of our MAP algorithm with the NN-KSVD algorithm is proposed for estimating the mixing matrix and the sources simultaneously in a real blind fashion. A complete set of simulation results is included showing the performance of our algorithm.

Original languageEnglish
Pages (from-to)3487-3518
Number of pages32
JournalNeural computation
Volume21
Issue number12
DOIs
Publication statusPublished - Dec 2009
Externally publishedYes

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