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Non-stationary Independent Components AnalysisR.M. Everson and S.J. RobertsIn: Proceedings of the 8th International Conference on Artificial Neural Networks, 503-508, Springer Verlag, 1999.
Abstract
Blind source separation with non-stationary mixing, but stationary sources is considered. The linear mixing of the independent sources is modelled as evolving according to a first order Markov process, and a method for tracking the mixing and simultaneously inferring the sources is presented. Observational noise is included in the model. The technique is illustrated with numerical examples.
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