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Blind Separation of Instantaneous Mixtures of Sources Using Stochastic CalculusBy A. Abutaleb
Abstract: 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 …
Published in Current Trends in Signal Processing · Vol. 2, Issue 1-3, 2012 · pp. 26–48 Read article →