Cramér-Rao-Induced bound for interference-to-signal ratio achievable through non-Gaussian independent component extraction
Václav Kautský, Zbyněk Koldovský, Petr Tichavský · 2017
This paper deals with the Cramér-Rao Lower Bound (CRLB) for a novel blind source separation method called Independent Component Extraction (ICE). Compared to Independent Component Analysis (ICA), ICE aims to extract only one independent signal from a linear mixture. The target signal is assumed to be non-Gaussian, while the other signals, which are not separated, are modeled as a Gaussian mixture. A CRLB-induced Bound (CRIB) for Interference-to-Signal Ratio (ISR) is derived. Numerical simulations compare the CRIB with the performance of an ICA and an ICE algorithm. The results show good agreement between the theory and the empirical results.