{"title":"对称重尾源盲信号分离的超高效率","authors":"Yoav Shereshevski, A. Yeredor, H. Messer","doi":"10.1109/SSP.2001.955226","DOIUrl":null,"url":null,"abstract":"This paper addresses the blind source separation (BSS) problem in the context of \"heavy-tailed\", or \"impulsive\" source signals, characterized by the nonexistence of finite second (or higher) order moments. We consider Pham's (1997) quasi-maximum likelihood (QML) approach, a modification of the maximum likelihood (ML) approach, applied using some presumed distributions of the sources. We introduce a related family of suboptimal estimators, termed restricted QML (RQML). A theoretical analysis of the asymptotic performance of RQML is presented. The analysis is used for showing that the variance of the optimal (non-RQML) estimator's error must decrease at a rate faster than 1/T (where T is the number of independent observations). This surprising property, sometimes called super-efficiency, has been observed before (in the BSS context) only for finite-support source distributions. Simulation results illustrate the good agreement with theory.","PeriodicalId":70952,"journal":{"name":"信号处理","volume":"46 1","pages":"78-81"},"PeriodicalIF":0.0000,"publicationDate":"2001-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"9","resultStr":"{\"title\":\"Super-efficiency in blind signal separation of symmetric heavy-tailed sources\",\"authors\":\"Yoav Shereshevski, A. Yeredor, H. Messer\",\"doi\":\"10.1109/SSP.2001.955226\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper addresses the blind source separation (BSS) problem in the context of \\\"heavy-tailed\\\", or \\\"impulsive\\\" source signals, characterized by the nonexistence of finite second (or higher) order moments. We consider Pham's (1997) quasi-maximum likelihood (QML) approach, a modification of the maximum likelihood (ML) approach, applied using some presumed distributions of the sources. We introduce a related family of suboptimal estimators, termed restricted QML (RQML). A theoretical analysis of the asymptotic performance of RQML is presented. The analysis is used for showing that the variance of the optimal (non-RQML) estimator's error must decrease at a rate faster than 1/T (where T is the number of independent observations). This surprising property, sometimes called super-efficiency, has been observed before (in the BSS context) only for finite-support source distributions. Simulation results illustrate the good agreement with theory.\",\"PeriodicalId\":70952,\"journal\":{\"name\":\"信号处理\",\"volume\":\"46 1\",\"pages\":\"78-81\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-08-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"9\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"信号处理\",\"FirstCategoryId\":\"1093\",\"ListUrlMain\":\"https://doi.org/10.1109/SSP.2001.955226\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"信号处理","FirstCategoryId":"1093","ListUrlMain":"https://doi.org/10.1109/SSP.2001.955226","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Super-efficiency in blind signal separation of symmetric heavy-tailed sources
This paper addresses the blind source separation (BSS) problem in the context of "heavy-tailed", or "impulsive" source signals, characterized by the nonexistence of finite second (or higher) order moments. We consider Pham's (1997) quasi-maximum likelihood (QML) approach, a modification of the maximum likelihood (ML) approach, applied using some presumed distributions of the sources. We introduce a related family of suboptimal estimators, termed restricted QML (RQML). A theoretical analysis of the asymptotic performance of RQML is presented. The analysis is used for showing that the variance of the optimal (non-RQML) estimator's error must decrease at a rate faster than 1/T (where T is the number of independent observations). This surprising property, sometimes called super-efficiency, has been observed before (in the BSS context) only for finite-support source distributions. Simulation results illustrate the good agreement with theory.
期刊介绍:
Journal of Signal Processing is an academic journal supervised by China Association for Science and Technology and sponsored by China Institute of Electronics. The journal is an academic journal that reflects the latest research results and technological progress in the field of signal processing and related disciplines. It covers academic papers and review articles on new theories, new ideas, and new technologies in the field of signal processing. The journal aims to provide a platform for academic exchanges for scientific researchers and engineering and technical personnel engaged in basic research and applied research in signal processing, thereby promoting the development of information science and technology. At present, the journal has been included in the three major domestic core journal databases "China Science Citation Database (CSCD), China Science and Technology Core Journals (CSTPCD), Chinese Core Journals Overview" and Coaj. It is also included in many foreign databases such as Scopus, CSA, EBSCO host, INSPEC, JST, etc.