基于相关熵的盲源分离算法
Blind Source Separation Algorithm Based on Correntropy
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摘要: 提出了基于相关熵的盲源分离算法。与传统独立成分分析(ICA)方法利用四阶统计量或时间结构的盲源分离不同,该算法从信息理论学习中的相关熵概念出发,利用相关熵中蕴涵的各偶数阶统计信息,通过参数化中心相关熵与独立性测度的关系,建立代价函数,并通过优化算法对其进行寻优,从而得到解混矩阵并分离出源信号。仿真结果表明,在分离超高斯混合源和次高斯混合源时,分离性能优于传统的ICA方法。Abstract: A blind source separation algorithm based on correntropy is presented. Unlike the traditional independent component analysis (ICA) method which utilizes the forth-order statistics or temporal structure to achieve the blind source separation. This algorithm is motivated from the notion of correntropy in the information theoretic learning, utilizing the even statistics implied in correntropy. The cost function is established according to the relationship between the parametric centered correntropy and the independence measure, and then minimized by using the optimization algorithm to acquire the demixing matrix and separate the signal. Simulations show that the performance is better than the traditional ICA method when separating the mixture of the super-Gaussian source and sub-Gaussian source.