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Dynamic components of linear stable mixtures from fractional low order moments

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3 Author(s)
Fabricius, T. ; Dept. for Math. Modelling, Tech. Univ. Denmark, Lyngby, Denmark ; Kidmose, P. ; Hansen, L.K.

The second moment-based independent component analysis scheme of Molgedey and Schuster (1994) is generalized to fractional low-order moments, relevant for linear mixtures of heavy tail stable processes. The Molgedey-Schuster algorithm stands out by allowing explicitly construction of the independent components. Surprisingly, this turns out to be possible also for decorrelation based on fractional low-order moments

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Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on  (Volume:6 )

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