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A cumulant-based method for the direct estimation of the spatial Wiener filter

Authors
Publisher
Elsevier Inc.
Publication Date
Volume
16
Issue
6
Identifiers
DOI: 10.1016/j.dsp.2006.08.005
Keywords
  • High-Order Statistics
  • Estimation
  • Filtering
  • Source Separation
  • Array Processing
Disciplines
  • Computer Science

Abstract

Abstract In this paper we propose a new algorithm for performing blind source separation and signal recovery for the narrowband case. This algorithm seeks to estimate and implement the Wiener filter directly, using the second- and fourth-order cumulants. The estimated filter is asymptotically consistent with or without noise, and is not subject to the bound imposed by pre-whitening as with some existing algorithms. In many cases it nearly achieves the clairvoyant Wiener limit as performance studies show.

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