Dual multivariate auto-regressive modeling in state space for temporal signal separation

IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics

Volumn 33, Issue 3, 2003, Pages 386-398

  Cheung, Yiu Ming ^a   Xu, Lei ^b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Blind signal separation; Dual auto regressive processes; Generalized autoregressive conditional heteroskedastic (GARCH) model; Independent component analysis

Indexed keywords

ALGORITHMS; CODE DIVISION MULTIPLE ACCESS; MATRIX ALGEBRA; TIME SERIES ANALYSIS;

TEMPORAL SIGNAL SEPARATION;

SIGNAL PROCESSING;

EID: 0038660018     PISSN: 10834419     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSMCB.2003.811132     Document Type: Article

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