二次规划的盲源分离几何算法

Geometrical algorithm of blind source separation based on Quadratic Programming

  • 摘要: 为了提高盲源分离的性能,基于均匀分布的源信号的散点图在不同的处理阶段具有的几何性质,提出了一种新的基于二次规划理论的盲源分离几何算法。假设混合矩阵为非奇异的,首先将混合信号进行白化;然后沿合适的方向移动适当距离构造二类分类的数据集,并使相应的最优分割超平面的方向参数和散点图的旋转矩阵参数相关,而最优分割超平面参数的求解可以转化为二次规划问题的求解;最后,通过估计出的方向参数求解旋转矩阵,并进一步估计出源信号。理论分析和仿真实验均表明,此方法可以有效地分离源信号。

     

    Abstract: In order to improve the performance of blind source separation, a new geometrical algorithm based on quadratic programming theory was proposed. Since the geometrical properties of the scatter plots of uniform distribution source signals in different processing stages were special, it could be used to separate the mixed signals in the manner of geometry. Suppose that the mixed matrix is non-singular, to begin with, the mixed signals were whiten, and then the datasets which could be classified into two classes were constructed by simply letting the original data move proper distance along an appropriate direction. The principal object was to make the direction parameters of optimal separating hyper-plane be related to the arguments of rotating matrix of the scatter plots. The direction parameters of optimal separating hyper-plane were obtained by solving the problems of quadratic programming. Finally, the rotating matrix was calculated by the estimated direction parameters, and then the source signals were estimated further. Theory analysis and simulation experiments all show that the new method can achieve superior performance in separating the mixed signals.

     

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