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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Main Authors: | , , |
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Format: | article |
Language: | EN |
Published: |
VTeX
2021
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Subjects: | |
Online Access: | https://doaj.org/article/b0865ce34d7c4be28e5a840251abab9b |
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