Bibliografie

Conference Paper (international conference)

Cramer-Rao lower bound for linear independent component analysis

Koldovský Zbyněk, Tichavský Petr, Erkki O.

: Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, p. 581-584

: IEEE, (Philadelphia 2005)

: ICASSP 2005, (Philadelphia, US, 18.03.2005-23.03.2005)

: CEZ:AV0Z10750506

: 1M0572, GA MŠk

: blind source separation, Fisher information, performance limitation bound

(eng): This paper derives a closed-form expression for the Cramér-Rao bound (CRB) on estimating the source signals in the linear independent component analysis problem, assuming that all independent components have finite variance.

(cze): V práci je odvozena Rao-Cramerova dolní mez pro lineární analýzu nezávislých komponent.

: 09J

: BD