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一种含参数的概率密度核估计的独立分量分析算法
引用本文:贠亚男,郑茂,郑林华.一种含参数的概率密度核估计的独立分量分析算法[J].系统仿真学报,2011,23(11):2371-2375,2380.
作者姓名:贠亚男  郑茂  郑林华
作者单位:1. 平顶山工业职业技术学院,平顶山,467001
2. 国防科学技术大学电子科学与工程学院,长沙,410073
摘    要:分析了盲源分离算法中互信息准则与概率密度核函数的关系,利用广义高斯模型,提出了一种基于含参数的核概率密度估计的独立分量分析算法。该算法利用观测样本求峰度,通过分段函数给出相应高斯指数值,并刺用样本数据进一步修正源信号的概率密度函数。实现对分离信号评价函数的精确估计。在此评价函数基础上,采用互信息最小化准则,推导出分离矩阵的迭代更新规则。所提算法在一定程度上解决了ICA算法中信号评价函数估计的难题,且能对任意源混合信号进行有效盲分离,仿真实验验证了算法的性能。

关 键 词:独立分量分析  互信息  评价函数  广义高斯分布  核估计

Independent Component Analysis Algorithm Based on Parametric Kernel Probability Density Estimation
YUN Ya-nan,ZHENG Mao,ZHENG Lin-hua.Independent Component Analysis Algorithm Based on Parametric Kernel Probability Density Estimation[J].Journal of System Simulation,2011,23(11):2371-2375,2380.
Authors:YUN Ya-nan  ZHENG Mao  ZHENG Lin-hua
Institution:YUN Ya-nan1,ZHENG Mao2,ZHENG Lin-hua2(1.Pingdingshan Industrial College of Technology,Pingdingshan 467001,China,2.School of Electronic Science and Engineering,National University of Defense Technology,Changsha 410073,China)
Abstract:The relationship between Mutual Information principle and the kernel probability density function was analyzed.A novel independent component analysis(ICA) algorithm based on parametric kernel probability density estimation using generalize gaussian distribution was proposed.The kurtosis was calculated by the original data samples and the gaussian exponent was evaluated from the kurtosis by subsection function in the algorithm which could evaluate the score function directly.Based on the score function,the p...
Keywords:independent component analysis  mutual information  score function  generalized gaussian distribution  kernel estimation  
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