Robust whitening procedure in blind source separation context

A. Belouchrani, A. Cichocki

Research output: Contribution to journalArticlepeer-review

149 Citations (Scopus)

Abstract

An efficient algorithm is presented for robust whitening in the presence of temporally uncorrelated additive noise that may be spatially correlated. This whitening is introduced as a pre-processing step in the blind source separation process. The robust whitening consists in the eigenvalue decomposition of a positive definite linear combination of a set a correlation matrices taken at nonzero lags. The coefficients of the linear combination are computed by a finite step global convergence algorithm. Some numerical simulations are provided to illustrate the effectiveness of the solution.

Original languageEnglish
Pages (from-to)2050-2051
Number of pages2
JournalElectronics Letters
Volume36
Issue number24
DOIs
Publication statusPublished - 23 Nov 2000
Externally publishedYes

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