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Séparation de sources. Principes et algorithmes - Gretsi

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Problème ACI Indépendance<br />

Développement <strong>de</strong> la SFC <strong>et</strong> cumulants<br />

Développement <strong>de</strong> la SFC<br />

Ψ(ν) = ∞ (jν)p<br />

p=1<br />

κp p!<br />

Cumulant d’ordre p<br />

κp = (−j) p d p Ψ(ν)<br />

dν p<br />

<br />

<br />

ν=0<br />

Cumulants d’une variable centrée<br />

κ1 = µ1 = 0 (4)<br />

κ2 = µ2<br />

κ3 = µ3<br />

κ4 = µ4 − 3µ 2 2<br />

P.Comon & C.Jutten, Peyresq July 2011 BSS I.Le problème <strong>et</strong> les principes <strong>de</strong> résolution 26<br />

(5)<br />

(6)<br />

(7)

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