Testing blind separability of complex Gaussian mixtures

TitleTesting blind separability of complex Gaussian mixtures
Publication TypeJournal Article
Year of Publication2014
AuthorsD. Ramírez, P. J. Schreier, J. Vía, and I. Santamaría
JournalSignal Processing
Volume95
Issue2
Pagination49–57
Month PublishedFebruary
AbstractThe separation of a complex mixture based solely on second-order statistics can be achieved using the Strong Uncorrelating Transform (SUT) if and only if all sources have distinct circularity coefficients. However, in most problems we do not know the circularity coefficients, and they must be estimated from observed data. In this work, we propose a detector, based on the generalized likelihood ratio test (GLRT), to test the separability of a complex Gaussian mixture using the SUT. For the separable case (distinct circularity coefficients), the maximum likelihood (ML) estimates are straightforward. On the other hand, for the non-separable case (at least one circularity coefficient has multiplicity greater than one), the ML estimates are much more difficult to obtain. To set the threshold, we exploit Wilks' theorem, which gives the asymptotic distribution of the GLRT under the null hypothesis. Finally, numerical simulations show the good performance of the proposed detector and the accuracy of Wilks' approximation.
DOI10.1016/j.sigpro.2013.08.010
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