Modeling temporally uncorrelated components of complex-valued stationary processes

A complex-valued linear mixture model is considered for discrete weakly stationary processes. Latent components of interest are recovered, which underwent a linear mixing. Asymptotic properties are studied of a classical unmixing estimator which is based on simultaneous diagonalization of the covari...

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Bibliographic Details
Main Authors: Niko Lietzén, Lauri Viitasaari, Pauliina Ilmonen
Format: article
Language:EN
Published: VTeX 2021
Subjects:
Online Access:https://doaj.org/article/b0865ce34d7c4be28e5a840251abab9b
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