Extraction Of Independent Sources From Correlated Inputs A Solution Based On Cumulants

Abstract

We propose here a way of extracting independent sources from correlated inputs. The only hypothesis made is that the unknown relations between inputs and sources are linear, but that not more than one source is gaussian. We show the impossibility of extracting sources by only using spectral analysis, and make that extraction possible by using equations which relate inputs and sources, based on the cumulants and cross-cumulants of the inputs.