Blind Separation of Instantaneous Mixtures of Sources Using Stochastic Calculus

Autores

  • Ahmed abutaleb

Palavras-chave:

Ito Calculus, Blind Separation of Sources, Time-Series Analysis

Resumo

Stochastic calculus methods are used to estimate the Nonstationary components of a linear mixture. Each component in the mixture is assumed to follow a stochastic differential equation with some unknown parameters. The estimation of the stochastic process parameters and the estimation of the unknown amplitudes of the mixture matrix, through Girsanov theory, will generate a stochastic equation for each unknown process. Several examples are given, and a comparison to existing methods is provided. Keywords: Ito Calculus, Blind Separation of Sources, Time-Series Analysis

Downloads

Publicado

2012-12-10

Edição

Vol. 2 N.º 3 (2012)

Secção

Research Articles

Licença

Declaration and Copyright Transfer Form

(to be completed by authors)

I/ We, the undersigned author(s) of the submitted manuscript, hereby declare, that the above manuscript which is submitted for publication in the STM Journals(s), is not published already in part or whole (except in the form of abstract) in any journal or magazine for private or public circulation, and, is not under consideration of publication elsewhere.

·         I/We will not withdraw the manuscript after 1 week of submission as I have read the Author Guidelines and will adhere to the guidelines.

·         I/We Author(s ) have niether given nor will give this manuscript elsewhere for publishing after submitting in STM Journal(s).

·         I/ We have read the original version of the manuscript and am/ are responsible for the thought contents embodied in it. The work dealt in the manuscript is my/ our own, and my/ our individual contribution to this work is significant enough to qualify for authorship.

·          I/We also agree to the authorship of the article in the following order:

Author’s name                                    

 

1. ________________

2. ________________

3. ________________

_______________

We  Author(s) tick this box and would request you to consider it as our signature as we agree to the terms of this Copyright Notice, which will apply to this submission if and when it is published by this journal.