Source Extraction by Maximizing the Variance in the Conditional Distribution Tails

Abstract : This paper presents a method for signal extraction based on conditional second-order moments of the output of the extraction filter. The estimator of the filter is derived from an approximate maximum likelihood criterion conditioned on a presence indicator of the source of interest. The conditional moment is shown to be a contrast function under the conditions that 1) all cross-moments of the same order between the source signal of interest and the other source signals are null and 2) that the source of interest has the largest conditional moment among all sources. For the two-source two-observation case, this allows us to derive the theoretical recovery bounds of the contrast when the conditional cross-moment does not vanish. A comparison with empirical results confirms these bounds. Simulations show that the estimator is quite robust to additive Gaussian distributed noise. Also through simulations, we show that the error level induced by a rough approximation of the presence indicator shows a strong similarity with that of additive noise. The robustness, with respect both to noise and to inaccuracies in the prior information about the source presence, guarantees a wide applicability of the proposed method.
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Article dans une revue
IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2010, 58 (1), pp.305-316
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Contributeur : Vicente Zarzoso <>
Soumis le : dimanche 5 décembre 2010 - 22:08:10
Dernière modification le : dimanche 5 décembre 2010 - 22:08:10

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  • HAL Id : hal-00543143, version 1

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Ronald Phlypo, Vicente Zarzoso, Ignace Lemahieu. Source Extraction by Maximizing the Variance in the Conditional Distribution Tails. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2010, 58 (1), pp.305-316. 〈hal-00543143〉

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