Implementation of Frequency Domain Approach Using Instantaneous Mixing Auto Recursive for Separation of Speech Signals

2016 ◽  
Vol 13 (10) ◽  
pp. 6576-6584
Author(s):  
C. Anna Palagan ◽  
K. Parimala Geetha

In the present work a novel algorithmic rule by taking the speech from two different microphones and separate these speeches by prediction of separating speech mixtures that is predicated on separation matrices is planned. In multi-talker applications so as to boost individual speech sources from their mixtures is done by Blind source Separation (BSS) ways. From the previous published works of separation of speech signals, the main disadvantage is that the incidence of distortion present within the signal that affects separated signal with loud musical noise. The idea for speech separation in standard BSS ways is simply one sound source in a single room. The proposed methodology uses as a network that has the parameters of the IMAR model for the separation matrices over the complete frequency vary. An attempt has been made to estimate the best values of the IMAR model parameters, ΦW and ΦG by suggests that of the maximum-likelihood estimation methodology. Based on the values of these parameters, the source spectral part vectors are estimated. The entire set of TIMIT corpus is employed for speech materials in evolution results. The Signal to Interference magnitude Relation (SIR) improves by a median of 6 dB sound unit over a frequency domain BSS approach.

Author(s):  
Camilla Ronchei ◽  
Sabrina Vantadori ◽  
Andrea Carpinteri ◽  
Ignacio Iturrioz ◽  
Roberto Issopo Rodrigues ◽  
...  

2013 ◽  
Vol 2013 ◽  
pp. 1-13 ◽  
Author(s):  
Helena Mouriño ◽  
Maria Isabel Barão

Missing-data problems are extremely common in practice. To achieve reliable inferential results, we need to take into account this feature of the data. Suppose that the univariate data set under analysis has missing observations. This paper examines the impact of selecting an auxiliary complete data set—whose underlying stochastic process is to some extent interdependent with the former—to improve the efficiency of the estimators for the relevant parameters of the model. The Vector AutoRegressive (VAR) Model has revealed to be an extremely useful tool in capturing the dynamics of bivariate time series. We propose maximum likelihood estimators for the parameters of the VAR(1) Model based on monotone missing data pattern. Estimators’ precision is also derived. Afterwards, we compare the bivariate modelling scheme with its univariate counterpart. More precisely, the univariate data set with missing observations will be modelled by an AutoRegressive Moving Average (ARMA(2,1)) Model. We will also analyse the behaviour of the AutoRegressive Model of order one, AR(1), due to its practical importance. We focus on the mean value of the main stochastic process. By simulation studies, we conclude that the estimator based on the VAR(1) Model is preferable to those derived from the univariate context.


1995 ◽  
Vol 3 (12) ◽  
pp. 1747-1750 ◽  
Author(s):  
E. Alcorta García ◽  
B. Köppen-Seliger ◽  
P.M. Frank

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