AN ONLINE ALGORITHM FOR BLIND EXTRACTION OF SOURCES WITH DIFFERENT DYNAMICAL STRUCTURES
Danilo P. Mandic, Andrzej S Cichocki · 2003
A novel online algorithm for Blind Source Extraction (BSE) of instantaneous signal mixtures is proposed. The algorithm is derived for a structure comprising of a demixing stage and an adjacent adaptive predictor, whereby signal extraction is based upon the predictability of an unknown source signal. This way, the coefficients of the demixing matrix and adaptive predictor are estimated simultaneously. To improve the convergence and to be able to cope with the dynamics of the mixture, the algorithm is further normalised based upon the minimisation of the a posteriori prediction error. This makes it also suitable for environments where the mixing process is time varying. No assumptions or constraints on the norm of the coefficients or signals are required. Simulations on mixtures of real world physiological data for both the fixed and time varying mixing matrix support the analysis.