Statistical analysis of a signal separation method based on second-order statistics

This correspondence explores a method for separation of dynamically mixed sources, which is based on second-order statistics. Here, a statistical analysis is given of a generalized version of the original algorithm. The generalized method includes a weighting matrix, and a result of the statistical analysis is that the best possible weighting is found. In cases where the sources have similar color, the weighted algorithm significantly improves the estimates of the mixing parameters. The problem of model validation is discussed as well.