A. Hyvärinen. Blind source separation by nonstationarity of variance: A cumulant-based approach. To appear in IEEE Trans. on Neural Networks.
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Abstract: Blind separation of source signals usually relies either on the nongaussianity of the signals, or on their linear autocorrelations. A third approach was introduced by Matsuoka et al, who showed that source separation can be performed by using the nonstationarity of the signals, in particular the nonstationarity of their variances. In this paper, I show how to interpret the nonstationarity due to a smoothly changing variance in terms of higher-order cross-cumulants. This is based on considering the time-correlation of the squares (energies) of the signals, and leads to a simple optimization criterion. Using this criterion, I construct a fixed-point algorithm that is computationally very efficient.

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