Using state space differential geometry for nonlinear blind source separation

Regional data analysis is concerned with the analysis and modeling of measurements that are spatially separated by specifically accounting for typical features of such data. Namely, measurements in close proximity tend to be more similar than the ones further separated. This might hold also true for cross-dependencies when multivariate spatial data is considered. Often, scientists are interested in linear transformations of such data which are easy to interpret and might be u...

Source separation or demixing is the process of extracting multiple components entangled within a signal. Contemporary signal processing presents a host of difficult source separation problems, from interference cancellation to background subtraction, blind deconvolution, and even dictionary learning. Despite the recent progress in each of these applications, advances in high-throughput sensor technology place demixing algorithms under pressure to accommodate extremely high-d...

Singular spectrum analysis (SSA) as a nonparametric tool for decomposition of an observed time series into sum of interpretable components such as trend, oscillations and noise is considered. The separability of these series components by SSA means the possibility of such decomposition. Two variations of SSA, which weaken the separability conditions, are proposed. Both proposed approaches consider inner products corresponding to oblique coordinate systems instead of the conve...

Blind source separation, i.e. extraction of independent sources from a mixture, is an important problem for both artificial and natural signal processing. Here, we address a special case of this problem when sources (but not the mixing matrix) are known to be nonnegative, for example, due to the physical nature of the sources. We search for the solution to this problem that can be implemented using biologically plausible neural networks. Specifically, we consider the online s...

Modeling non Gaussian and non stationary signals and images has always been one of the most important part of signal and image processing methods. In this paper, first we propose a few new models, all based on using hidden variables for modeling either stationary but non Gaussian or Gaussian but non stationary or non Gaussian and non stationary signals and images. Then, we will see how to use these models in independent component analysis (ICA) or blind source separation (BSS...

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis, the extracted dynamic modes are a generalization of global stability modes. We apply DMD to a data matrix whose rows are linearly independent, additive mixtures of latent time series. We show that when the latent time series are uncorrelate...

This paper presents a computationally efficient approach to blind source separation (BSS) of audio signals, applicable even when there are more sources than microphones (i.e., the underdetermined case). When there are as many sources as microphones (i.e., the determined case), BSS can be performed computationally efficiently by independent component analysis (ICA). Unfortunately, however, ICA is basically inapplicable to the underdetermined case. Another BSS approach using th...

The problem of separating structured information representing phenomena of differing natures is considered. A structure is assumed to be independent of the others if can be represented in a complementary subspace. When the concomitant subspaces are well separated the problem is readily solvable by a linear technique. Otherwise, the linear approach fails to correctly discriminate the required information. Hence, a non extensive approach is proposed. The resulting nonlinear tec...

A blind source separation method is described to extract sources from data mixtures where the underlying sources are assumed to be sparse and uncorrelated. The approach used is to detect and analyse segments of time where one source exists on its own. Information from these segments is combined to counteract the effects of noise and small random correlations between the sources that would occur in practice. This combined information can then be used to estimate the sources on...

Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are found, they can be modelled univariately. Blind source separation aims to recover the latent components by estimating the unmixing transformation based on the observed data only. The current methods for spatio-temporal blind source separation ...