Separation of a mixture of independent signals using time delayed correlations

Abstract

The problem of separating n linearly superimposed uncorrelated signals and determining their mixing coefficients is reduced to an eigenvalue problem which involves the simultaneous diagonalization of two symmetric matrices whose elements are measureable time delayed correlation functions. The diagonalization matrix can be determined from a cost function whose number of minima is equal to the number of degenerate solutions. Our approach offers the possibility to separate also nonlinear mixtures of signals.