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Robust whitening procedure in blind source separation context

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2 Author(s)
Belouchrani, A. ; Dept. of Electr. Eng., Ecole Nat. Polytechnique, Algiers, Algeria ; Cichocki, A.

An efficient algorithm is presented for robust whitening in the presence of temporally uncorrelated additive noise that may be spatially correlated. This whitening is introduced as a pre-processing step in the blind source separation process. The robust whitening consists in the eigenvalue decomposition of a positive definite linear combination of a set a correlation matrices taken at nonzero lags. The coefficients of the linear combination are computed by a finite step global convergence algorithm. Some numerical simulations are provided to illustrate the effectiveness of the solution

Published in:

Electronics Letters  (Volume:36 ,  Issue: 24 )