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Cramér-Rao Bound For Circular Complex Independent Component Analysis - Springer

Cramér-Rao Bound for Circular Complex Independent Component Analysis

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957 views10 pages

Cramér-Rao Bound For Circular Complex Independent Component Analysis - Springer

Cramér-Rao Bound for Circular Complex Independent Component Analysis

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LatentVariableAnalysisandSignalSeparation
LectureNotesinComputerScienceVolume7191,2012,pp4249

CramrRaoBoundforCircularComplexIndependentComponentAnalysis
Abstract
Despiteanincreasedinterestincomplexindependentcomponentanalysis(ICA)duringthelasttwodecades,aclosedformexpressionfortheCramr
Raobound(CRB)ofthecomplexICAproblemhasnotyetbeenestablished.Inthispaper,wefillthisgapforthenoiselesscaseandcircularsources.
TheCRBdependsonthedistributionsofthesourcesonlythroughtwocharacteristicvalueswhichcanbeeasilycalculated.Inaddition,westudythe
CRBforthefamilyofcircularcomplexgeneralizedGaussiandistributions(GGD)inmoredetailandcompareittosimulationresultsusingseveral
ICAestimators.
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References(14)

1. Wirtinger,W.:ZurformalenTheoriederFunktionenvonmehrkomplexenVernderlichen.MathematischeAnnalen97(1),357375
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10. Remmert,R.:Theoryofcomplexfunctions.Graduatetextsinmathematics.Springer,Heidelberg(1991)
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AboutthisChapter
Title
CramrRaoBoundforCircularComplexIndependentComponentAnalysis
BookTitle
LatentVariableAnalysisandSignalSeparation
BookSubtitle
10thInternationalConference,LVA/ICA2012,TelAviv,Israel,March1215,2012.Proceedings
Pages
pp4249
Copyright
2012
DOI
10.1007/9783642285516_6
PrintISBN
9783642285509
OnlineISBN
9783642285516
SeriesTitle
LectureNotesinComputerScience
SeriesVolume
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7191
SeriesISSN
03029743
Publisher
SpringerBerlinHeidelberg
CopyrightHolder
SpringerVerlagGmbHBerlinHeidelberg
AdditionalLinks
AboutthisBook
Topics
PatternRecognition
ImageProcessingandComputerVision
SimulationandModeling
AlgorithmAnalysisandProblemComplexity
DiscreteMathematicsinComputerScience
SpecialPurposeandApplicationBasedSystems
Keywords
CramrRaobound
FisherInformation
independentcomponentanalysis
blindsourceseparation
circularcomplexdistribution
IndustrySectors
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Electronics
Telecommunications
IT&Software
eBookPackages
eBookPackageenglishComputerScience
eBookPackageenglishfullCollection
Editors
FabianTheis
AndrzejCichocki
ArieYeredor
MichaelZibulevsky
Authors
BenediktLoesch(16)
BinYang(16)
AuthorAffiliations
16.InsituteforSignalProcessingandSystemTheory,UniversityofStuttgart,Germany

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