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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 ...