scholarly journals Blind Source Separation with a Time-Varying Mixing Matrix

Author(s):  
Marcus R. DeYoung ◽  
Brian L. Evans
Author(s):  
Pengju He ◽  
Mi Qi ◽  
Wenhui Li ◽  
Mengyang Tang ◽  
Ziwei Zhao

Most nonstationary and time-varying mixed source separation algorithms are based on the model of instantaneous mixtures. However, the observation signal is a convolutional mixed source in reverberation environment, such as mobile voice received by indoor microphone arrays. In this paper, a time-varying convolution blind source separation (BSS) algorithm for nonstationary signals is proposed, which can separate both time-varying instantaneous mixtures and time-varying convolution mixtures. We employ the variational Bayesian (VB) inference method with Gaussian process (GP) prior for separating the nonstationary source frame by frame from the time-varying convolution signal, in which the prior information of the mixing matrix and the source signal are obtained by the Gaussian autoregressive method, and the posterior distributions of parameters (source signal and mixing matrix) are obtained by the VB learning. In the learning process, the learned parameters and hyperparameters are propagated to the next frame for VB inference as the prior which is combined with the likelihood function to get the posterior distribution. The experimental results show that the proposed algorithm is effective for separating time-varying mixed speech signals.


2004 ◽  
Vol 16 (9) ◽  
pp. 1827-1850 ◽  
Author(s):  
Fabian J. Theis

The goal of blind source separation (BSS) lies in recovering the original independent sources of a mixed random vector without knowing the mixing structure. A key ingredient for performing BSS successfully is to know the indeterminacies of the problem—that is, to know how the separating model relates to the original mixing model (separability). For linear BSS, Comon (1994) showed using the Darmois-Skitovitch theorem that the linear mixing matrix can be found except for permutation and scaling. In this work, a much simpler, direct proof for linear separability is given. The idea is based on the fact that a random vector is independent if and only if the Hessian of its logarithmic density (resp. characteristic function) is diagonal everywhere. This property is then exploited to propose a new algorithm for performing BSS. Furthermore, first ideas of how to generalize separability results based on Hessian diagonalization to more complicated nonlinear models are studied in the setting of postnonlinear BSS.


Author(s):  
D. SUGUMAR ◽  
NEETHU SUSAN RAJAN ◽  
P. T. VANATHI

Under-determined blind source separation aims to separate N non-stationary sources from M (M<N) mixtures.Paper presents a time-frequency approach (TF) to under-determined blind source separation of N non-stationary sources from M mixtures(M<N). It is based on Wigner-Ville distribution and Khatri-Rao product. Improved method involves a two step approach which involves the estimation of the mixing matrix where negative values of auto WVD of the sources are fully considered and secondly auto-term TF points are extracted.After extracting the auto-term TF points source WVD values at every TF point are computed using a new algorithm based on Khatri-Rao product. Thus sources are separated with the proposed approach no matter how many active sources there are as long as N≤ 2M-1.Simulation results are presented to show the superiority of the proposed algorithm by comparing it with the existing algorithms.


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