Dynamic components of linear stable mixtures from fractional low order moments

Thomas Fabricius, Preben Kidmose, Lars Kai Hansen

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    Abstract

    The second moment-based independent component analysis scheme of Molgedey and Schuster (1994) is generalized to fractional low-order moments, relevant for linear mixtures of heavy tail stable processes. The Molgedey-Schuster algorithm stands out by allowing explicitly construction of the independent components. Surprisingly, this turns out to be possible also for decorrelation based on fractional low-order moments.
    Original languageEnglish
    Title of host publicationProceedings of International Conference on Acoustics, Speech and Signal Processing, ICASSP2001
    Volume6
    PublisherIEEE Press
    Publication date2001
    Pages3957-3960
    ISBN (Print)0-7803-7041-4
    DOIs
    Publication statusPublished - 2001
    EventIEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2001) - Salt Lake City, UT, United States
    Duration: 7 May 200111 May 2001

    Conference

    ConferenceIEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2001)
    Country/TerritoryUnited States
    CitySalt Lake City, UT
    Period07/05/200111/05/2001

    Bibliographical note

    Copyright: 2000 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE

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