On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis

In this paper, we consider the independent component (IC) model, and the asymptotic properties of the complex valued unmixing matrix estimates that are based on simultaneous use of two scatter matrix functionals.

MoreLess

Year of publication:	2013
Authors:	Ilmonen, Pauliina
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1219-1226
Publisher:	Elsevier
Subject:	Independent component analysis \| Asymptotic normality \| Complex valued data

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010662332