An Alternative Proof for the Identifiability of Independent Vector Analysis Using Second Order Statistics

Dana Lahat 1 Christian Jutten 1
1 GIPSA-VIBS - VIBS
GIPSA-DIS - Département Images et Signal
Abstract : In this paper, we present an alternative proof for characterizing the (non-) identifiability conditions of independent vector analysis (IVA). IVA extends blind source separation to several mixtures by taking into account statistical dependencies between mixtures. We focus on IVA in the presence of real Gaussian data with temporally independent and identically distributed samples. This model is always non-identifiable when each mixture is considered separately. However, it can be shown to be generically identifiable within the IVA framework. Our proof differs from previous ones by being based on direct factorization of a closed-form expression for the Fisher information matrix. Our analysis is based on a rigorous linear algebraic formulation, and leads to a new type of factorization of a structured matrix. Therefore, the proposed approach is of potential interest for a broader range of problems.
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Dana Lahat, Christian Jutten. An Alternative Proof for the Identifiability of Independent Vector Analysis Using Second Order Statistics. 41st IEEE International Conference on Acoustics, Speech and SIgnal Processing (ICASSP 2016), Mar 2016, Shanghai, China. ⟨hal-01212027v2⟩

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