Szabo, Z;
Lőrincz, A;
(2009)
Controlled Complete ARMA Independent Process Analysis.
In:
IJCNN 2009. International Joint Conference on Neural Networks, 2009.
(3038 - 3045).
IEEE
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Abstract
In this paper we address the controlled complete AutoRegressive Moving Average Independent Process Analysis (ARMAX-IPA; X-exogenous input or control) problem, which is a generalization of the Blind SubSpace Deconvolution (BSSD) task. Compared to our previous work that dealt with the undercomplete situation, (i) here we extend the theory to complete systems, (ii) allow an autoregressive part to be present, (iii) and include exogenous control. We investigate the case when the observed signal is a linear mixture of independent multidimensional ARMA processes that can be controlled. Our objective is to estimate the ARMA processes, their driving noises as well as the mixing. We aim efficient estimation by choosing suitable control values. For the optimal choice of the control we adapt the D-optimality principle, also known as the `InfoMax method'. We solve the problem by reducing it to a fully observable D-optimal ARX task and Independent Subspace Analysis (ISA) that we can solve. Numerical examples illustrate the efficiency of the proposed method.
| Type: | Book chapter |
|---|---|
| Title: | Controlled Complete ARMA Independent Process Analysis |
| Event: | International Joint Conference on Neural Networks (IJCNN) |
| Location: | Atlanta, Georgia, USA |
| Dates: | 2009-06-14 - 2009-06-19 |
| ISBN-13: | 978-1-4244-3548-7 |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1109/IJCNN.2009.5178797 |
| Publisher version: | http://dx.doi.org/10.1109/IJCNN.2009.5178797 |
| Language: | English |
| Additional information: | This is the author's accepted version of this published article. © 2009 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/1433163 |
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