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.
|Title of host publication||Proceedings of International Conference on Acoustics, Speech and Signal Processing, ICASSP2001|
|Publication status||Published - 2001|
|Event||IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2001) - Salt Lake City, UT, United States|
Duration: 7 May 2001 → 11 May 2001
|Conference||IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2001)|
|City||Salt Lake City, UT|
|Period||07/05/2001 → 11/05/2001|