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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
388
L. De Lathauwer et al.
3.2 STEP i: DETERMINATION OF T FROM THE SECOND-ORDER STATISTICS
OFY
The covariance C Y of Y is given by
C2 y = MCXM t (10)
in which the covariance C x of X is diagonal, since we claim that the source signals are
uncorrelated. Assuming that the source signals have unity variance, we get:
C2 Y = MMt (I
1)
This assumption means just a scaling of the columns of M and is not detrimental to the
method's generality: it is clear that M can at most be determined up to a scaling and a
permutation of its columns.
We can conclude from Eq. (11) that M can ...
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Publisher Resources

ISBN: 9780444821072