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CramrRaoBoundforCircularComplexIndependentComponentAnalysisAbstractDespiteanincreasedinterestincomplexindependentcomponentanalysis(ICA)duringthelasttwodecades,aclosedformexpressionfortheCramrRaobound(CRB)ofthecomplexICAproblemhasnotyetbeenestablished.Inthispaper,wefillthisgapforthenoiselesscaseandcircularsources.TheCRBdependsonthedistributionsofthesourcesonlythroughtwocharacteristicvalueswhichcanbeeasilycalculated.Inaddition,westudytheCRBforthefamilyofcircularcomplexgeneralizedGaussiandistributions(GGD)inmoredetailandcompareittosimulationresultsusingseveralICAestimators.

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AboutthisChapter

TitleCramrRaoBoundforCircularComplexIndependentComponentAnalysis

BookTitleLatentVariableAnalysisandSignalSeparation

BookSubtitle10thInternationalConference,LVA/ICA2012,TelAviv,Israel,March1215,2012.Proceedings

Pagespp4249

Copyright2012

DOI10.1007/9783642285516_6

PrintISBN9783642285509

OnlineISBN9783642285516

SeriesTitleLectureNotesinComputerScience

SeriesVolume

1/29/2015 CramrRaoBoundforCircularComplexIndependentComponentAnalysisSpringer

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7191SeriesISSN

03029743Publisher

SpringerBerlinHeidelbergCopyrightHolder

SpringerVerlagGmbHBerlinHeidelbergAdditionalLinks

AboutthisBook

Topics

PatternRecognition

ImageProcessingandComputerVision

SimulationandModeling

AlgorithmAnalysisandProblemComplexity

DiscreteMathematicsinComputerScience

SpecialPurposeandApplicationBasedSystems

Keywords

CramrRaobound

FisherInformation

independentcomponentanalysis

blindsourceseparation

circularcomplexdistribution

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IT&Software

eBookPackages

eBookPackageenglishComputerScience

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Editors

FabianTheis

AndrzejCichocki

ArieYeredor

MichaelZibulevsky

Authors

BenediktLoesch(16)

BinYang(16)

AuthorAffiliations

16.InsituteforSignalProcessingandSystemTheory,UniversityofStuttgart,Germany

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