Dynamic components of linear stable mixtures from fractional low order moments

Thomas Fabricius; Preben Kidmose; Lars Kai Hansen

doi:10.1109/ICASSP.2001.940710

Dynamic components of linear stable mixtures from fractional low order moments

Thomas Fabricius
, Preben Kidmose
, Lars Kai Hansen

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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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 language	English
Title of host publication	Proceedings of International Conference on Acoustics, Speech and Signal Processing, ICASSP2001
Volume	6
Publisher	IEEE Press
Publication date	2001
Pages	3957-3960
ISBN (Print)	0-7803-7041-4
DOIs	https://doi.org/10.1109/ICASSP.2001.940710
Publication status	Published - 2001
Event	2001 IEEE International Conference on Acoustics, Speech, and Signal Processing - Salt Lake City, United States Duration: 7 May 2001 → 11 May 2001 Conference number: 26

Conference

Conference	2001 IEEE International Conference on Acoustics, Speech, and Signal Processing
Number	26
Country/Territory	United States
City	Salt Lake City
Period	07/05/2001 → 11/05/2001

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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title = "Dynamic components of linear stable mixtures from fractional low order moments",

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.",

author = "Thomas Fabricius and Preben Kidmose and Hansen, \{Lars Kai\}",

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; 2001 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '01 ; Conference date: 07-05-2001 Through 11-05-2001",

year = "2001",

doi = "10.1109/ICASSP.2001.940710",

language = "English",

isbn = "0-7803-7041-4",

volume = "6",

pages = "3957--3960",

booktitle = "Proceedings of International Conference on Acoustics, Speech and Signal Processing, ICASSP2001",

publisher = "IEEE Press",

}

Fabricius, T, Kidmose, P & Hansen, LK 2001, Dynamic components of linear stable mixtures from fractional low order moments. in Proceedings of International Conference on Acoustics, Speech and Signal Processing, ICASSP2001. vol. 6, IEEE Press, pp. 3957-3960, 2001 IEEE International Conference on Acoustics, Speech, and Signal Processing, Salt Lake City, Utah, United States, 07/05/2001. https://doi.org/10.1109/ICASSP.2001.940710

Dynamic components of linear stable mixtures from fractional low order moments. / Fabricius, Thomas; Kidmose, Preben; Hansen, Lars Kai.
Proceedings of International Conference on Acoustics, Speech and Signal Processing, ICASSP2001. Vol. 6 IEEE Press, 2001. p. 3957-3960.

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

TY - GEN

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AU - Kidmose, Preben

AU - Hansen, Lars Kai

N1 - Conference code: 26

PY - 2001

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N2 - 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.

AB - 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.

U2 - 10.1109/ICASSP.2001.940710

DO - 10.1109/ICASSP.2001.940710

M3 - Article in proceedings

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VL - 6

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BT - Proceedings of International Conference on Acoustics, Speech and Signal Processing, ICASSP2001

PB - IEEE Press

T2 - 2001 IEEE International Conference on Acoustics, Speech, and Signal Processing

Y2 - 7 May 2001 through 11 May 2001

ER -

Dynamic components of linear stable mixtures from fractional low order moments

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