Efficient blind nonparametric dependent signal extraction algorithm for determined and underdetermined mixtures

Abstract

Blind extraction or separation statistically independent source signals from their linear mixtures have been well studied in the last two decades, which is realised by searching for local extrema of certain objective functions. In this paper, by employing nonparametric non-Gaussianity (NG) measure, a blind source separation/extraction (BSS/BSE) algorithm is derived to separate or extract statistically dependent source signals from their underdetermined or determined linear mixtures. Firstly, we show that maximisation NG measure can separate/extract statistically weak dependent source signals. Then, the nonparametric NG measure is defined by statistical distances between different cumulative distribution function (CDF) of separated signals, which can be estimated by quantiles and order statistics (OS) using L2 norm efficiently. Finally, the nonparametric NG measure aided algorithm is optimised by a deflation procedure. Simulation results for synthesis and real world data show that the proposed algorithm can extract the desired dependent source signals and yield expected performance.