Presentation 2008-07-24
Measurement of similarity between random variables and its application to blind signal separation
Takahiro MURAKAMI, Toshihisa TANAKA, Yoshihisa ISHIDA,
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Abstract(in English) A method for measuring similarity between two random variables is presented. Our approach considers the case where available observations are arbitrarily filtered versions of original variables. In this paper, we propose an error-minimizing filter (EMF) which minimizes an error between outputs, and the error is utilized for the similarity. The EMF is constructed by a finite impulse response (FIR) filter, and the error between the outputs is evaluated by the mean square error (MSE). We show that minimization of the MSE results in an eigenvalue problem, and the optimal solution is given in a closed form. We also propose an application of the EMF to the blind signal separation (BSS) problem.
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Keyword(in English) similarity / FIR filter / mean square error / eigenvalue problem / blind signal separation
Paper # SIP2008-70,WBS2008-8
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Committee SIP
Conference Date 2008/7/17(1days)
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Registration To Signal Processing (SIP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Measurement of similarity between random variables and its application to blind signal separation
Sub Title (in English)
Keyword(1) similarity
Keyword(2) FIR filter
Keyword(3) mean square error
Keyword(4) eigenvalue problem
Keyword(5) blind signal separation
1st Author's Name Takahiro MURAKAMI
1st Author's Affiliation Department of Electrical and Electronic Engineering, Tokyo University of Agriculture and Technology:JSPS Research Fellow()
2nd Author's Name Toshihisa TANAKA
2nd Author's Affiliation Department of Electrical and Electronic Engineering, Tokyo University of Agriculture and Technology
3rd Author's Name Yoshihisa ISHIDA
3rd Author's Affiliation Department of Electronics and Bioinformatics, Meiji University
Date 2008-07-24
Paper # SIP2008-70,WBS2008-8
Volume (vol) vol.108
Number (no) 163
Page pp.pp.-
#Pages 6
Date of Issue