On-line non-stationary ICA using mixture models
Aftab Ahmed, Christophe Andrieu, Arnaud Doucet, Peter Julian Rayner · 2002
In this paper we address the problem of on-line source separation with sources modelled as mixtures of Gaussians which are linearly combined via a series of non-stationary mixing matrices. The online recovery of the sources from the observations is a non-linear statistical filtering problem that we address using state of the art particle filter methods. Simulations are presented and satisfactory results are obtained.